Access Statistics for Alessandro Gnoatto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fully Quantization-based Scheme for FBSDEs 0 0 0 1 1 3 3 6
A Fully Quantization-based Scheme for FBSDEs 0 0 0 0 0 0 3 10
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 18 1 2 2 80
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 1 8 0 1 3 203
A change of measure formula for recursive conditional expectations 0 0 0 3 1 3 4 9
A deep solver for BSDEs with jumps 0 0 0 8 6 10 13 34
A flexible matrix Libor model with smiles 0 0 0 9 1 1 5 85
A general HJM framework for multiple yield curve modeling 0 0 1 11 0 7 8 54
A general HJM framework for multiple yield curve modeling 0 0 0 0 0 1 4 29
A unified approach to xVA with CSA discounting and initial margin 0 2 2 10 1 4 7 31
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield 0 0 0 5 1 2 3 40
Affine multiple yield curve models 0 0 0 7 1 4 5 68
An analytic multi-currency model with stochastic volatility and stochastic interest rates 0 0 0 82 3 4 4 205
CBI-time-changed L\'evy processes for multi-currency modeling 0 0 0 4 1 1 2 9
CBI-time-changed Lévy processes 0 0 0 3 0 0 0 12
CBI-time-changed Lévy processes for multi-currency modeling 0 0 0 2 0 4 7 15
Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach 0 0 1 5 1 1 3 11
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 0 4 1 3 4 21
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 1 1 6 0 3 4 30
Deep xVA solver - A neural network based counterparty credit risk management framework 1 1 1 20 2 6 12 118
Deep xVA solver -- A neural network based counterparty credit risk management framework 0 0 1 18 1 6 8 40
Multiple Yield Curve Modelling with CBI Processes 0 0 0 4 2 3 7 41
Multiple yield curve modelling with CBI processes 0 0 0 0 0 0 1 25
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 1 17 4 6 20 111
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 24 1 2 2 108
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates 0 0 0 9 1 2 3 44
The Wishart short rate model 0 0 0 11 1 2 3 71
The explicit Laplace transform for the Wishart process 0 0 0 24 1 2 3 87
Total Working Papers 1 4 9 313 32 83 143 1,597

Journal Article File Downloads Abstract Views
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 1 2 4 78
A general HJM framework for multiple yield curve modelling 0 0 0 2 3 8 10 55
Affine multiple yield curve models 0 0 1 4 3 7 11 33
COHERENT FOREIGN EXCHANGE MARKET MODELS 0 0 1 8 3 5 8 46
Calibration to FX triangles of the 4/2 model under the benchmark approach 0 0 0 1 3 9 9 18
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES 0 0 0 9 2 3 5 62
General closed-form basket option pricing bounds 0 0 0 6 4 7 7 42
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes 2 3 7 101 3 8 25 200
Smiles all around: FX joint calibration in a multi-Heston model 0 0 0 17 0 3 6 95
THE WISHART SHORT RATE MODEL 0 0 0 1 0 1 1 20
Total Journal Articles 2 3 9 156 22 53 86 649

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09