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Giulia Di Nunno

Identifiers

  • name variant Giulia Di Nunno 0.60 · backfill

Papers (17)

  1. An Euler scheme for BSDEs via the Wiener chaos decomposition math.NA · 2025 · author #2
  2. Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators math.NA · 2024 · author #2
  3. On the approximation of L\'evy driven Volterra processes and their integrals math.OC · 2018 · author #1
  4. Fully-dynamic risk-indifference pricing and no-good-deal bounds math.PR · 2017 · author #2
  5. Stochastic functional differential equations and sensitivity to their initial path math.PR · 2017 · author #2
  6. Fractional calculus and path-wise integration for Volterra processes driven by L\'evy and martingale noise math.PR · 2016 · author #1
  7. A Maximum Principle for Mean-Field SDEs with time change math.PR · 2016 · author #1
  8. Hedging under worst-case-scenario in a market driven by time-changed L\'evy noises math.PR · 2015 · author #1
  9. A Malliavin-Skorohod calculus in $L^0$ and $L^1$ for additive and Volterra-type processes math.PR · 2015 · author #1
  10. Representation of convex operators and their static and dynamic sandwich extensions math.FA · 2014 · author #2
  11. A continuous auction model with insiders and random time of information release q-fin.PR · 2014 · author #2
  12. Approximations of Stochastic Partial Differential Equations math.PR · 2014 · author #1
  13. Information and optimal investment in defaultable assets q-fin.PR · 2013 · author #1
  14. BSDEs driven by time-changed L\'evy noises and optimal control math.PR · 2013 · author #1
  15. Sensitivity analysis in a market with memory math.PR · 2013 · author #2
  16. Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps math.PR · 2013 · author #1
  17. Extension theorems for linear operators on $L_\infty$ and application to price systems math.PR · 2011 · author #2

Mentions

  • 2512.16418 #2 · arxiv_oai · confidence 0.70 Giulia Di Nunno
  • 2412.03405 #2 · arxiv_oai · confidence 0.70 Giulia Di Nunno
  • 1503.00939 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1502.05631 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1412.2030 #2 · backfill · confidence 0.70 Giulia Di Nunno
  • 1411.2835 #2 · backfill · confidence 0.70 Giulia Di Nunno
  • 1401.7794 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1312.6032 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1312.5120 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1312.5116 #2 · backfill · confidence 0.70 Giulia Di Nunno
  • 1312.5115 #1 · backfill · confidence 0.70 Giulia Di Nunno
  • 1102.5501 #2 · backfill · confidence 0.70 Giulia Di Nunno

Frequent Coauthors