The following pages link to Alessandro Gnoatto (Q287656):
Displayed 21 items.
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- A flexible matrix Libor model with smiles (Q318337) (← links)
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates (Q2940769) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- THE WISHART SHORT RATE MODEL (Q4909141) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes (Q5051969) (← links)
- Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)
- A Unified Approach to xVA with CSA Discounting and Initial Margin (Q5162843) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- Affine multiple yield curve models (Q5377184) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- A Fully Quantization-based Scheme for FBSDEs (Q6368050) (← links)
- A change of measure formula for recursive conditional expectations (Q6383173) (← links)