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Benth, Fred Espen; Nunno, Giulia Di; Schroers, Dennis
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A topological proof of Sklar's theorem in arbitrary dimensions
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Dependence Modeling Volume 10 (1); page 22 - 28; 2022
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Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine
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Sensitivity analysis in the infinite dimensional Heston model
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Infinite Dimensional Analysis Quantum Probability and Related Topics Volume 24 (2) (29 pages); 2021
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Benth, Fred Espen; Di Nunno, Giulia; Schroers, Dennis
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Copula measures and Sklar's theorem in arbitrary dimensions
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Scandinavian Journal of Statistics (40 pages); 2021
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Bion-Nadal, Jocelyne; Di Nunno, Giulia
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Fully-dynamic risk-indifference prices and no-good-deal bounds
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SIAM Journal on Financial Mathematics Volume 11 (2); page 620 - 658; 2020
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