Alessandro Gnoatto
Orcid: 0000-0002-2119-7792
According to our database1,
Alessandro Gnoatto
authored at least 13 papers
between 2014 and 2025.
Collaborative distances:
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Bibliography
2025
2024
Ann. Oper. Res., May, 2024
Quantization of stochastic volatility models: Numerical tests and an open source implementation.
Math. Comput. Simul., 2024
2023
Deep xVA Solver: A Neural Network-Based Counterparty Credit Risk Management Framework.
SIAM J. Financial Math., March, 2023
2022
2021
SIAM J. Financial Math., 2021
SIAM J. Financial Math., 2021
2016
Finance Stochastics, 2016
2015
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models.
Oper. Res. Lett., 2015
2014
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates.
SIAM J. Financial Math., 2014