Concepedia

Alessandro Gnoatto

AG

Statistics

Publications

10

Citations

302

H-Index

10

Active since

2014

Affiliations

University of Padua(Current)

University of Verona

Ludwig-Maximilians-Universität München

LMU Klinikum

City, University of London

Alessandro Gnoatto is an author at University of Padua specializing in finance, business, and financial economics.

ORCID

Publications per year

2014–2023

10

Publications

10

A general HJM framework for multiple yield curve modelling

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto · Finance and Stochastics · 2016 · 64 citations · Full text

, , +10

General closed-form basket option pricing bounds

Ruggero Caldana, Gianluca Fusai, Alessandro Gnoatto et al. · Quantitative Finance · 2015 · 47 citations

, , +17

A General HJM Framework for Multiple Yield Curve Modeling

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto · SSRN Electronic Journal · 2014 · 37 citations · Full text

, , +17

Affine multiple yield curve models

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto · Mathematical Finance · 2018 · 37 citations · Full text

, , +15

An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates

Alessandro Gnoatto, Martino Grasselli · SIAM Journal on Financial Mathematics · 2014 · 33 citations · Full text

, , +17

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