Giulia Di Nunno
Universitetet i Oslo
H-index: 16
Europe-Norway
Top articles of Giulia Di Nunno
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Cash non-additive risk measures: horizon risk and generalized entropy | arXiv preprint arXiv:2401.14443 | Giulia Di Nunno Emanuela Rosazza Gianin | 2024/1/25 |
Power law in Sandwiched Volterra Volatility model | Modern Stochastics: Theory and Applications | Giulia Di Nunno Anton Yurchenko-Tytarenko | 2024/1/23 |
Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs | arXiv preprint arXiv:2301.04971 | Giulia Di Nunno Emanuela Rosazza Gianin | 2023/1/12 |
Lifting of Volterra processes: optimal control in UMD Banach spaces | arXiv preprint arXiv:2306.14175 | Giulia di Nunno Michele Giordano | 2023/6/25 |
Sandwiched SDEs with unbounded drift driven by Hölder noises | Advances in Applied Probability | Anton Yurchenko-Tytarenko Giulia Di Nunno Yuliya Mishura | 2023 |
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises | Numerical Algorithms | Giulia Di Nunno Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/6 |
SPDE bridges with observation noise and their spatial approximation | Stochastic Processes and their Applications | Giulia Di Nunno Salvador Ortiz–Latorre Andreas Petersson | 2023/4/1 |
Stochastic Volterra equations with time-changed Lévy noise and maximum principles | Annals of Operations Research | Giulia di Nunno Michele Giordano | 2023/3/30 |
Stochastic differential equations driven by additive Volterra–Lévy and Volterra–Gaussian noises | Giulia Di Nunno Yuliya Mishura Kostiantyn Ralchenko | 2023/1/26 | |
From constant to rough: A survey of continuous volatility modeling | Giulia Di Nunno Kęstutis Kubilius Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/10/8 | |
The heat modulated infinite dimensional Heston model and its numerical approximation | arXiv e-prints | Fred Espen Benth Gabriel Lord Giulia Di Nunno Andreas Petersson | 2022/6 |
A topological proof of Sklar’s theorem in arbitrary dimensions | Dependence Modeling | Fred Espen Benth Giulia Di Nunno Dennis Schroers | 2022/4/19 |
Sandwiched Volterra Volatility model: Markovian approximations and hedging | arXiv preprint arXiv:2209.13054 | Giulia Di Nunno Anton Yurchenko-Tytarenko | 2022/9/26 |
Option pricing in Volterra sandwiched volatility model | arXiv preprint arXiv:2209.10688 | Giulia Di Nunno Yuliya Mishura Anton Yurchenko-Tytarenko | 2022/9/21 |
Copula measures and Sklar's theorem in arbitrary dimensions | Scandinavian Journal of Statistics | Fred Espen Benth Giulia Di Nunno Dennis Schroers | 2020/12/21 |
Before and after default: information and optimal portfolio via anticipating calculus | José Antonio Salmerón Garrido Giulia Di Nunno Bernardo D'Auria | 2022/7/6 | |
Long-Memory Models in Mathematical Finance | Tommi Sottinen Elisa Alòs Ehsan Azmoodeh Giulia Di Nunno | 2021/5/31 | |
Sensitivity analysis in the infinite dimensional Heston model | Infinite Dimensional Analysis, Quantum Probability and Related Topics | Fred Espen Benth Giulia Di Nunno Iben Cathrine Simonsen | 2021 |
Path-dependent Kyle equilibrium model. | arXiv preprint arXiv:2006.06395 | José Manuel Corcuera Giulia Di Nunno | 2020/6/11 |
Fully-dynamic risk-indifference pricing and no-good-deal bounds | SIAM Journal on Financial Mathematics | Jocelyne Bion-Nadal Giulia Di Nunno | 2020 |
Co-Authors
