The Explicit Laplace Transform for the Wishart Process. - Alessandro Gnoatto; Martino Grasselli (J. Appl. Probab., 2014)

An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates. - Alessandro Gnoatto; Martino Grasselli (SIAM J. Financial Math., 2014)

Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models. - José Da Fonseca; Alessandro Gnoatto; Martino Grasselli (Oper. Res. Lett., 2015)

A general HJM framework for multiple yield curve modelling. - Christa Cuchiero; Claudio Fontana; Alessandro Gnoatto (Finance Stochastics, 2016)

A Unified Approach to xVA with CSA Discounting and Initial Margin. - Francesca Biagini; Alessandro Gnoatto; Immacolata Oliva (SIAM J. Financial Math., 2021)

Cross Currency Valuation and Hedging in the Multiple Curve Framework. - Alessandro Gnoatto; Nicole Seiffert (SIAM J. Financial Math., 2021)

A deep solver for BSDEs with jumps. - Alessandro Gnoatto; Marco Patacca; Athena Picarelli (CoRR, 2022)

Deep Quadratic Hedging. - Alessandro Gnoatto; Silvia Lavagnini; Athena Picarelli (CoRR, 2022)

A fully quantization-based scheme for FBSDEs. - Giorgia Callegaro; Alessandro Gnoatto; Martino Grasselli (Appl. Math. Comput., 2023)

Deep xVA Solver: A Neural Network-Based Counterparty Credit Risk Management Framework. - Alessandro Gnoatto; Athena Picarelli; Christoph Reisinger (SIAM J. Financial Math., 2023)

Quantization of stochastic volatility models: Numerical tests and an open source implementation. - Alessandro Fina; Alessandro Gnoatto; Athena Picarelli (Math. Comput. Simul., 2024)

CBI-time-changed Lévy processes for multi-currency modeling. - Claudio Fontana; Alessandro Gnoatto; Guillaume Szulda (Ann. Oper. Res., 2024)

A Deep Solver for BSDEs with Jumps. - Kristoffer Andersson 004; Alessandro Gnoatto; Marco Patacca; Athena Picarelli (SIAM J. Financial Math., 2025)

Convergence of a Deep BSDE solver with jumps. - Alessandro Gnoatto; Katharina Oberpriller; Athena Picarelli (CoRR, 2025)

A deep solver for backward stochastic Volterra integral equations. - Kristoffer Andersson 004; Alessandro Gnoatto; Camilo A. Garcia Trillos (CoRR, 2025)