Giulia Di Nunno

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 7

Top Topics

Infinite Dimensional

Increase In Computational Complexity

Top Venues

SIAM J. Financial Math.

Ann. Oper. Res.

Numer. Algorithms

Publications

Giulia Di Nunno, Michele Giordano
Stochastic Volterra equations with time-changed Lévy noise and maximum principles. Ann. Oper. Res. 336 (1-2) (2024)
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) (2024)
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93 (2) (2023)
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR (2022)
Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno
Editorial: Long-Memory Models in Mathematical Finance. Frontiers Appl. Math. Stat. 7 (2021)
Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson
SPDE bridges with observation noise and their spatial approximation. CoRR (2021)
Jocelyne Bion-Nadal, Giulia Di Nunno
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds. SIAM J. Financial Math. 11 (2) (2020)
Jocelyne Bion-Nadal, Giulia Di Nunno
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞. Finance Stochastics 17 (3) (2013)