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