Alessandro Gnoatto (@AlessandroGnoatto)
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AlessandroGnoatto

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  • Stars
    star
    35
  • Global Rank 437,227 (Top 16 %)
  • Followers 23
  • Following 21
  • Registered about 9 years ago
  • Most used languages
    Java
         60.0 %
    Python
         40.0 %
  • Location 🇮🇹 Italy
  • Country Total Rank 4,612
  • Country Ranking
    Java
         941
    Python
         982

Top repositories

1

Deep-xVA-Solver

Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633
Python
15
star
2

DeepBsdeSolverWithJumps

Implementation of "A deep solver for BSDEs with jumps"
Python
9
star
3

QuantizationStochasticVolatility

Recursive Marginal Quantization of Stochastic Volatility Models
Java
3
star
4

matrix-functions

Matrix exponential and logarithm for complex matrices
Java
2
star
5

BiaginiEtAlExamples

Examples for the paper "Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin" https://arxiv.org/abs/1905.11328
Java
1
star