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2020 – today
- 2024
[j7]Giulia Di Nunno, Michele Giordano
:
Stochastic Volterra equations with time-changed Lévy noise and maximum principles. Ann. Oper. Res. 336(1-2): 1265-1287 (2024)- [j6]Giulia Di Nunno, Emanuela Rosazza Gianin:
Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM J. Financial Math. 15(2): 399-435 (2024) - [j5]Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Option Pricing in Sandwiched Volterra Volatility Model. SIAM J. Financial Math. 15(3): 824-882 (2024) - [i3]Giulia Di Nunno, Pere Díaz Lozano:
Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators. CoRR abs/2412.03405 (2024) - 2023
- [j4]Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93(2): 459-491 (2023) - 2022
- [i2]Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson:
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR abs/2206.10166 (2022) - 2021
- [j3]Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno:
Editorial: Long-Memory Models in Mathematical Finance. Frontiers Appl. Math. Stat. 7: 705429 (2021) - [i1]Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson:
SPDE bridges with observation noise and their spatial approximation. CoRR abs/2112.11141 (2021) - 2020
- [j2]Jocelyne Bion-Nadal, Giulia Di Nunno:
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds. SIAM J. Financial Math. 11(2): 620-658 (2020)
2010 – 2019
- 2013
- [j1]Jocelyne Bion-Nadal, Giulia Di Nunno:
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞. Finance Stochastics 17(3): 587-613 (2013)
Coauthor Index
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