Skip to contents

  2. Gnoatto, Alessandro [Author] ; Reisinger, Christoph [Other]; Picarelli, Athena [Other]

    Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

  8. Biagini, Francesca [Author] ; Gnoatto, Alessandro [Other]; Oliva, Immacolata [Other]

    Pricing of Counterparty Risk and Funding With CSA Discounting, Portfolio Effects and Initial Margin

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

  11. Da Fonseca, José [Author] ; Gnoatto, Alessandro [Other]; Grasselli, Martino [Other]

    Analytic Pricing of Volatility-Equity Options within Affine Models : An Efficient Conditioning Technique

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

  20. Gnoatto, Alessandro [Author]; Grasselli, Martino [Author]; Platen, Eckhard [Author]

    Calibration to FX triangles of the 4/2 model under the benchmark approach

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2022

    Published in: Decisions in economics and finance ; 45(2022), 1 vom: Juni, Seite 1-34