Access Statistics for Alessandro Gnoatto

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Fully Quantization-based Scheme for FBSDEs	0	0	0	0	0	1	3	11
A Fully Quantization-based Scheme for FBSDEs	0	0	0	1	1	2	5	8
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	18	0	5	7	85
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	8	0	3	5	206
A change of measure formula for recursive conditional expectations	0	0	0	3	0	3	7	12
A deep solver for BSDEs with jumps	0	0	0	8	2	9	20	43
A flexible matrix Libor model with smiles	0	0	0	9	1	9	11	94
A general HJM framework for multiple yield curve modeling	0	0	0	0	1	2	6	31
A general HJM framework for multiple yield curve modeling	0	0	1	11	1	6	14	60
A unified approach to xVA with CSA discounting and initial margin	1	1	3	11	3	6	13	37
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield	0	0	0	5	0	3	5	43
Affine multiple yield curve models	0	1	1	8	0	5	10	73
An analytic multi-currency model with stochastic volatility and stochastic interest rates	0	0	0	82	0	3	7	208
CBI-time-changed L\'evy processes for multi-currency modeling	0	0	0	4	0	2	4	11
CBI-time-changed Lévy processes	0	0	0	3	0	4	4	16
CBI-time-changed Lévy processes for multi-currency modeling	0	0	0	2	0	3	10	18
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach	0	0	0	5	0	9	10	20
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	0	4	0	2	6	23
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	1	6	2	8	11	38
Deep xVA solver - A neural network based counterparty credit risk management framework	0	0	1	20	1	14	24	132
Deep xVA solver -- A neural network based counterparty credit risk management framework	0	0	1	18	4	8	16	48
Multiple Yield Curve Modelling with CBI Processes	0	0	0	4	0	5	12	46
Multiple yield curve modelling with CBI processes	0	0	0	0	0	3	4	28
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	0	1	17	0	6	22	117
Smiles all around: FX joint calibration in a multi-Heston model	0	0	0	24	1	2	4	110
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates	0	0	0	9	0	1	3	45
The Wishart short rate model	0	0	0	11	1	4	7	75
The explicit Laplace transform for the Wishart process	0	0	0	24	1	2	5	89
Total Working Papers	1	2	9	315	19	130	255	1,727

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A flexible matrix Libor model with smiles	0	0	0	7	0	2	5	80
A general HJM framework for multiple yield curve modelling	0	0	0	2	1	3	13	58
Affine multiple yield curve models	0	0	1	4	0	3	14	36
COHERENT FOREIGN EXCHANGE MARKET MODELS	0	1	2	9	0	4	12	50
Calibration to FX triangles of the 4/2 model under the benchmark approach	0	0	0	1	0	8	17	26
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES	0	0	0	9	0	3	6	65
General closed-form basket option pricing bounds	0	0	0	6	1	5	12	47
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes	1	3	9	104	3	9	25	209
Smiles all around: FX joint calibration in a multi-Heston model	0	1	1	18	1	9	15	104
THE WISHART SHORT RATE MODEL	0	0	0	1	1	8	9	28
Total Journal Articles	1	5	13	161	7	54	128	703

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Statistics updated 2026-04-09