Giulia Di Nunno

According to our database, Giulia Di Nunno authored at least 9 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Stochastic Volterra equations with time-changed Lévy noise and maximum principles.

Giulia Di Nunno, Michele Giordano

Ann. Oper. Res., May, 2024

Option Pricing in Sandwiched Volterra Volatility Model.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

SIAM J. Financial Math., 2024

Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs.

Giulia Di Nunno, Emanuela Rosazza Gianin

SIAM J. Financial Math., 2024

2023

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

Numer. Algorithms, June, 2023

2022

The heat modulated infinite dimensional Heston model and its numerical approximation.

Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson

CoRR, 2022

2021

Editorial: Long-Memory Models in Mathematical Finance.

Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno

Frontiers Appl. Math. Stat., 2021

SPDE bridges with observation noise and their spatial approximation.

Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson

CoRR, 2021

2020

Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds.

Jocelyne Bion-Nadal, Giulia Di Nunno

SIAM J. Financial Math., 2020

2013

Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞.

Jocelyne Bion-Nadal, Giulia Di Nunno

Finance Stochastics, 2013