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Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton
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Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises
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Numerical Algorithms (33 pages); 2022
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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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