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 Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 1 1 6 12 34 66 98
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds 0 0 0 18 1 2 9 68
A flexible matrix Libor model with smiles 0 0 0 9 0 0 1 77
A general HJM framework for multiple yield curve modeling 0 0 0 0 1 1 3 17
A general HJM framework for multiple yield curve modeling 1 1 1 8 2 2 7 35
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield 0 0 0 5 1 1 7 35
Affine multiple yield curve models 0 0 4 6 1 1 14 39
An analytic multi-currency model with stochastic volatility and stochastic interest rates 0 1 1 80 0 1 4 189
Cross Currency Valuation and Hedging in the Multiple Curve Framework 0 0 2 2 0 0 9 9
Deep xVA solver -- A neural network based counterparty credit risk management framework 0 0 14 14 2 2 14 14
Multiple yield curve modelling with CBI processes 0 0 0 0 1 3 12 16
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 3 5 0 3 19 33
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin 0 0 2 5 1 1 9 17
Smiles all around: FX joint calibration in a multi-Heston model 0 0 1 23 0 1 4 101
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates 0 0 0 5 0 2 6 28
The Wishart short rate model 0 0 0 11 0 0 8 66
The explicit Laplace transform for the Wishart process 0 0 0 24 0 1 2 82
Total Working Papers 1 3 29 221 22 55 194 924


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 6 1 1 2 68
A general HJM framework for multiple yield curve modelling 0 0 0 2 1 2 6 30
Affine multiple yield curve models 0 0 0 0 1 3 10 13
COHERENT FOREIGN EXCHANGE MARKET MODELS 0 0 3 4 0 2 7 24
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES 0 0 3 3 3 9 29 29
General closed-form basket option pricing bounds 0 0 1 3 1 1 4 14
Smiles all around: FX joint calibration in a multi-Heston model 0 1 1 12 1 3 6 56
THE WISHART SHORT RATE MODEL 0 0 0 1 0 1 7 13
Total Journal Articles 0 1 8 31 8 22 71 247


Statistics updated 2021-01-03