Giulia Di Nunno

Giulia Di Nunno
Foto: Geir Holm, UiO

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Professor II Giulia Di Nunno


Utvalgte publikasjoner

Forfatter(e) Tittel Utgiver
Di Nunno, Giulia; Gianin, Emanuela Rosazza Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs SIAM Journal on Financial Mathematics Volum 15 (2); side 399 - 435; 2024
Yurchenko-Tytarenko, Anton; Di Nunno, Giulia Power law in Sandwiched Volterra Volatility model Modern Stochastics: Theory and Applications (MSTA) Volum 11 (2); side 169 - 194; 2024
Di Nunno, Giulia; Kubilius, Kestutis; Mishura, Yuliya; Yurchenko-Tytarenko, Anton From Constant to Rough: A Survey of Continuous Volatility Modeling Mathematics Volum 11 (19); 2023
Di Nunno, Giulia; Ortiz-Latorre, Salvador; Petersson, Andreas Erik SPDE bridges with observation noise and their spatial approximation Stochastic Processes and their Applications Volum 158; side 170 - 207; 2023
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