| A general HJM framework for multiple yield curve modelling C Cuchiero, C Fontana, A Gnoatto Finance and Stochastics 20, 267-320, 2016 | 74 | 2016 |
| General closed-form basket option pricing bounds R Caldana, G Fusai, A Gnoatto, M Grasselli Quantitative Finance 16 (4), 535-554, 2016 | 61 | 2016 |
| Smiles all around: FX joint calibration in a multi-Heston model A De Col, A Gnoatto, M Grasselli Journal of Banking & Finance 37 (10), 3799-3818, 2013 | 55 | 2013 |
| Deep xva solver: A neural network–based counterparty credit risk management framework A Gnoatto, A Picarelli, C Reisinger SIAM Journal on Financial Mathematics 14 (1), 314-352, 2023 | 48 | 2023 |
| Affine multiple yield curve models C Cuchiero, C Fontana, A Gnoatto Mathematical Finance 29 (2), 568-611, 2019 | 44 | 2019 |
| The explicit Laplace transform for the Wishart process A Gnoatto, M Grasselli Journal of Applied Probability 51 (3), 640-656, 2014 | 41 | 2014 |
| The Wishart short rate model A Gnoatto International Journal of Theoretical and Applied Finance 15 (08), 1250056, 2012 | 35 | 2012 |
| An affine multicurrency model with stochastic volatility and stochastic interest rates A Gnoatto, M Grasselli SIAM Journal on Financial Mathematics 5 (1), 493-531, 2014 | 32 | 2014 |
| Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models J Da Fonseca, A Gnoatto, M Grasselli Operations Research Letters 43 (6), 601-607, 2015 | 19 | 2015 |
| A flexible matrix Libor model with smiles J Da Fonseca, A Gnoatto, M Grasselli Journal of Economic Dynamics and Control 37 (4), 774-793, 2013 | 18 | 2013 |
| A unified approach to xVA with CSA discounting and initial margin F Biagini, A Gnoatto, I Oliva SIAM Journal on Financial Mathematics 12 (3), 1013-1053, 2021 | 14* | 2021 |
| A deep solver for BSDEs with jumps A Gnoatto, M Patacca, A Picarelli arXiv preprint arXiv:2211.04349, 2022 | 13 | 2022 |
| A penny saved is a penny earned: Less expensive zero coupon bonds A Gnoatto, M Grasselli, E Platen arXiv preprint arXiv:1608.04683, 2016 | 12 | 2016 |
| Multiple yield curve modelling with CBI processes C Fontana, A Gnoatto, G Szulda Mathematics and Financial Economics 15, 579-610, 2021 | 11 | 2021 |
| Cross currency valuation and hedging in the multiple curve framework A Gnoatto, N Seiffert SIAM Journal on Financial Mathematics 12 (3), 967-1012, 2021 | 7 | 2021 |
| Affine HJM Framework on and Long-Term Yield F Biagini, A Gnoatto, M Härtel arXiv preprint arXiv:1311.0688, 2013 | 7 | 2013 |
| Calibration to FX triangles of the 4/2 model under the benchmark approach A Gnoatto, M Grasselli, E Platen Decisions in Economics and Finance 45 (1), 1-34, 2022 | 5 | 2022 |
| Long-Term Yield in an Affine HJM Framework on F Biagini, A Gnoatto, M Härtel Applied Mathematics & Optimization 77, 405-441, 2018 | 4 | 2018 |
| CBI-time-changed Lévy processes C Fontana, A Gnoatto, G Szulda Stochastic Processes and their Applications 163, 323-349, 2023 | 3 | 2023 |
| CBI-time-changed Lévy processes for multi-currency modeling C Fontana, A Gnoatto, G Szulda Annals of Operations Research, 1-26, 2022 | 3 | 2022 |
