Alessandro Gnoatto

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alessandro Gnoatto trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paul Glasserman

Papers from Alessandro Gnoatto's perspective

Ordered by how strongly the researchers Alessandro Gnoatto trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Monte Carlo Methods in Financial Engineering
  2. Static arbitrage bounds on basket option prices (Mathematical programming)
  3. Static-arbitrage optimal subreplicating strategies for basket options
  4. Option pricing when correlations are stochastic: an analytical framework
  5. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
  6. Specification Analysis of Affine Term Structure Models
  7. Matrix analysis
  8. Options, Futures, and Other Derivatives
  9. Stochastic Skew in Currency Options
  10. Pricing and Hedging Spread Options (SIAM Review)

Their papers