GNOATTO, Alessandro
GNOATTO, Alessandro
DIPARTIMENTO DI SCIENZE ECONOMICHE
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A deep solver for backward stochastic Volterra integral equations
2025-01-01 Andersson, Kristoffer Herbert; Andrés Garcia Trillos, Camilo; Gnoatto, Alessandro
A deep solver for BSDEs with jumps
2022-01-01 Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
Convergence of a Deep BSDE solver with jumps
2025-01-01 Gnoatto, Alessandro; Oberpriller, Katharina; Picarelli, Athena
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
2023-01-01 Gnoatto, Alessandro; Lavagnini, Silvia
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
2025-01-01 Andersson, Kristoffer; Gnoatto, Alessandro
When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization
2025-01-01 Biagini, Francesca; Gnoatto, Alessandro; Oberpriller, Katharina
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A deep solver for backward stochastic Volterra integral equations | 1-gen-2025 | Andersson, Kristoffer Herbert; Andrés Garcia Trillos, Camilo; Gnoatto, Alessandro | |
| A deep solver for BSDEs with jumps | 1-gen-2022 | Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena | |
| Convergence of a Deep BSDE solver with jumps | 1-gen-2025 | Gnoatto, Alessandro; Oberpriller, Katharina; Picarelli, Athena | |
| Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting | 1-gen-2023 | Gnoatto, Alessandro; Lavagnini, Silvia | |
| Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis | 1-gen-2025 | Andersson, Kristoffer; Gnoatto, Alessandro | |
| When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization | 1-gen-2025 | Biagini, Francesca; Gnoatto, Alessandro; Oberpriller, Katharina |