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	1	1	2	4	7
A Fully Quantization-based Scheme for FBSDEs	0	0	0	0	0	1	3	11
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	1	8	0	3	6	206
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	18	3	6	7	85
A change of measure formula for recursive conditional expectations	0	0	0	3	1	4	7	12
A deep solver for BSDEs with jumps	0	0	0	8	2	13	20	41
A flexible matrix Libor model with smiles	0	0	0	9	4	9	10	93
A general HJM framework for multiple yield curve modeling	0	0	0	0	0	1	5	30
A general HJM framework for multiple yield curve modeling	0	0	1	11	0	5	13	59
A unified approach to xVA with CSA discounting and initial margin	0	0	2	10	0	4	10	34
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield	0	0	0	5	1	4	5	43
Affine multiple yield curve models	1	1	1	8	3	6	10	73
An analytic multi-currency model with stochastic volatility and stochastic interest rates	0	0	0	82	0	6	7	208
CBI-time-changed L\'evy processes for multi-currency modeling	0	0	0	4	0	3	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	6	10	11	20
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	0	4	0	3	6	23
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	1	6	3	6	10	36
Deep xVA solver - A neural network based counterparty credit risk management framework	0	1	1	20	3	15	23	131
Deep xVA solver -- A neural network based counterparty credit risk management framework	0	0	1	18	2	5	12	44
Multiple Yield Curve Modelling with CBI Processes	0	0	0	4	0	7	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	1	10	23	117
Smiles all around: FX joint calibration in a multi-Heston model	0	0	0	24	0	2	3	109
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates	0	0	0	9	1	2	3	45
The Wishart short rate model	0	0	0	11	0	4	6	74
The explicit Laplace transform for the Wishart process	0	0	0	24	0	2	4	88
Total Working Papers	1	2	9	314	31	143	242	1,708

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	3	5	80
A general HJM framework for multiple yield curve modelling	0	0	0	2	1	5	12	57
Affine multiple yield curve models	0	0	1	4	0	6	14	36
COHERENT FOREIGN EXCHANGE MARKET MODELS	0	1	2	9	0	7	12	50
Calibration to FX triangles of the 4/2 model under the benchmark approach	0	0	0	1	2	11	17	26
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES	0	0	0	9	0	5	6	65
General closed-form basket option pricing bounds	0	0	0	6	1	8	11	46
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes	1	4	8	103	3	9	25	206
Smiles all around: FX joint calibration in a multi-Heston model	1	1	1	18	1	8	14	103
THE WISHART SHORT RATE MODEL	0	0	0	1	2	7	8	27
Total Journal Articles	2	6	12	160	10	69	124	696

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Statistics updated 2026-03-04