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Alessandro Gnoatto

Identifiers

  • name variant Alessandro Gnoatto 0.60 · backfill

Papers (9)

  1. A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds q-fin.PR · 2016 · author #1
  2. Affine multiple yield curve models q-fin.MF · 2016 · author #3
  3. The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates q-fin.PR · 2015 · author #2
  4. A general HJM framework for multiple yield curve modeling q-fin.MF · 2014 · author #3
  5. Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield q-fin.PR · 2013 · author #2
  6. An analytic multi-currency model with stochastic volatility and stochastic interest rates q-fin.PR · 2013 · author #1
  7. The Wishart short rate model q-fin.PR · 2012 · author #1
  8. A flexible matrix Libor model with smiles q-fin.PR · 2012 · author #2
  9. The explicit Laplace transform for the Wishart process q-fin.PR · 2011 · author #1

Mentions

  • 1507.00208 #2 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1406.4301 #3 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1311.0688 #2 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1302.7246 #1 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1203.5513 #1 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1203.4786 #2 · backfill · confidence 0.70 Alessandro Gnoatto
  • 1107.2748 #1 · backfill · confidence 0.70 Alessandro Gnoatto

Frequent Coauthors