Giulia Di Nunno

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
An Euler scheme for BSDEs via the Wiener chaos decomposition.
CoRR
Pere Díaz Lozano, Giulia Di Nunno
2024 J jnl
Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators.
CoRR
Giulia Di Nunno, Pere Díaz Lozano
2024 J jnl
Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs.
SIAM J. Financial Math.
Giulia Di Nunno, Emanuela Rosazza Gianin
2024 J jnl
Option Pricing in Sandwiched Volterra Volatility Model.
SIAM J. Financial Math.
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
2024 J jnl
Stochastic Volterra equations with time-changed Lévy noise and maximum principles.
Ann. Oper. Res.
Giulia Di Nunno, Michele Giordano
2023 J jnl
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.
Numer. Algorithms
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
2022 J jnl
The heat modulated infinite dimensional Heston model and its numerical approximation.
CoRR
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson
2021 J jnl
Editorial: Long-Memory Models in Mathematical Finance.
Frontiers Appl. Math. Stat.
Tommi Sottinen, Elisa Alòs, Ehsan Azmoodeh, Giulia Di Nunno
2021 J jnl
SPDE bridges with observation noise and their spatial approximation.
CoRR
Giulia Di Nunno, Salvador Ortiz-Latorre, Andreas Petersson
2020 J jnl
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds.
SIAM J. Financial Math.
Jocelyne Bion-Nadal, Giulia Di Nunno
2013 J jnl
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞.
Finance Stochastics
Jocelyne Bion-Nadal, Giulia Di Nunno