Giulia Di Nunno

1.5k total citations
54 papers, 783 citations indexed

About

Giulia Di Nunno is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Giulia Di Nunno has authored 54 papers receiving a total of 783 indexed citations (citations by other indexed papers that have themselves been cited), including 42 papers in Finance, 13 papers in Economics and Econometrics and 10 papers in Demography. Recurrent topics in Giulia Di Nunno's work include Stochastic processes and financial applications (42 papers), Financial Risk and Volatility Modeling (21 papers) and Insurance, Mortality, Demography, Risk Management (10 papers). Giulia Di Nunno is often cited by papers focused on Stochastic processes and financial applications (42 papers), Financial Risk and Volatility Modeling (21 papers) and Insurance, Mortality, Demography, Risk Management (10 papers). Giulia Di Nunno collaborates with scholars based in Norway, Italy and Ukraine. Giulia Di Nunno's co-authors include Bernt Øksendal, Frank Proske, Fred Espen Benth, Thilo Meyer‐Brandis, Tusheng Zhang, Tom Lindstrøm, Alessandra Guglielmi, Eugenio Regazzini, Yu. A. Rozanov and Yuliya Mishura and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Annals of Statistics and Journal of Differential Equations.

In The Last Decade

Giulia Di Nunno

50 papers receiving 725 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Giulia Di Nunno Norway 11 627 206 169 157 136 54 783
Pierre Henry‐Labordère France 17 557 0.9× 159 0.8× 117 0.7× 102 0.6× 99 0.7× 51 774
Ludger Overbeck Germany 15 621 1.0× 204 1.0× 164 1.0× 65 0.4× 101 0.7× 48 805
Josef Teichmann Switzerland 17 709 1.1× 200 1.0× 178 1.1× 76 0.5× 156 1.1× 67 966
Stéphane Crépey France 19 891 1.4× 191 0.9× 185 1.1× 139 0.9× 63 0.5× 67 1.0k
Damien Lamberton France 16 914 1.5× 325 1.6× 171 1.0× 165 1.1× 94 0.7× 30 1.1k
Wolfgang J. Runggaldier Italy 17 580 0.9× 246 1.2× 175 1.0× 128 0.8× 82 0.6× 76 950
Huyên Pham France 21 807 1.3× 268 1.3× 303 1.8× 120 0.8× 79 0.6× 62 1.1k
Frank Proske Norway 14 713 1.1× 161 0.8× 166 1.0× 129 0.8× 145 1.1× 57 840
Yu. M. Kabanov Russia 14 583 0.9× 293 1.4× 149 0.9× 109 0.7× 79 0.6× 28 823
Uwe Küchler Germany 13 633 1.0× 176 0.9× 200 1.2× 70 0.4× 147 1.1× 44 1.0k

Countries citing papers authored by Giulia Di Nunno

Since Specialization
Citations

This map shows the geographic impact of Giulia Di Nunno's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Giulia Di Nunno with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giulia Di Nunno more than expected).

Fields of papers citing papers by Giulia Di Nunno

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giulia Di Nunno. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Giulia Di Nunno. The network helps show where Giulia Di Nunno may publish in the future.

Co-authorship network of co-authors of Giulia Di Nunno

This figure shows the co-authorship network connecting the top 25 collaborators of Giulia Di Nunno. A scholar is included among the top collaborators of Giulia Di Nunno based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Giulia Di Nunno. Giulia Di Nunno is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Nunno, Giulia Di, et al.. (2024). Power law in Sandwiched Volterra Volatility model. SHILAP Revista de lepidopterología. 169–194. 1 indexed citations
2.
Nunno, Giulia Di & Emanuela Rosazza Gianin. (2024). Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM Journal on Financial Mathematics. 15(2). 399–435. 2 indexed citations
3.
Nunno, Giulia Di, et al.. (2023). Sandwiched SDEs with unbounded drift driven by Hölder noises. Advances in Applied Probability. 55(3). 927–964. 4 indexed citations
4.
Nunno, Giulia Di, et al.. (2023). Stochastic Volterra equations with time-changed Lévy noise and maximum principles. Annals of Operations Research. 336(1-2). 1265–1287.
5.
Nunno, Giulia Di. (2022). On stochastic control for time changed Lévy dynamics. SeMA Journal. 79(3). 529–547. 1 indexed citations
6.
Bion–Nadal, Jocelyne & Giulia Di Nunno. (2020). Fully-dynamic risk-indifference prices and no-good-deal bounds. Duo Research Archive (University of Oslo). 4 indexed citations
7.
Corcuera, José Manuel, Giulia Di Nunno, & José Fajardo. (2019). Kyle equilibrium under random price pressure. Decisions in Economics and Finance. 42(1). 77–101. 2 indexed citations
8.
Cordoni, Francesco, et al.. (2018). Stochastic systems with memory and jumps. Journal of Differential Equations. 266(9). 5772–5820. 10 indexed citations
9.
Benth, Fred Espen & Giulia Di Nunno. (2016). Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015. CERN Document Server (European Organization for Nuclear Research). 2 indexed citations
10.
Bion–Nadal, Jocelyne & Giulia Di Nunno. (2012). Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞. Finance and Stochastics. 17(3). 587–613. 4 indexed citations
11.
Becherer, Dirk, Giulia Di Nunno, Mihail Zervos, & Harry Zheng. (2012). The Mark H.A. Davis festschrift: stochastics, control and finance. Stochastics. 84(5-6). 563–568. 1 indexed citations
12.
Corcuera, José Manuel, et al.. (2010). Kyle-Back's model with Lévy noise. Duo Research Archive (University of Oslo). 3 indexed citations
13.
Nunno, Giulia Di, et al.. (2009). Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach. Stochastic Analysis and Applications. 28(1). 54–85. 6 indexed citations
14.
Benth, Fred Espen, Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, & Tusheng Zhang. (2007). Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô. Springer eBooks. 4 indexed citations
15.
Nunno, Giulia Di. (2007). RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS. Infinite Dimensional Analysis Quantum Probability and Related Topics. 10(3). 465–481. 6 indexed citations
16.
Albeverio, Sergio, et al.. (2005). Price Operators Analysis in L p -Spaces. Acta Applicandae Mathematicae. 89(1-3). 85–108. 3 indexed citations
17.
Nunno, Giulia Di. (2004). Holder Equality for Conditional Expectations with Application to Linear Monotone Operators. Theory of Probability and Its Applications. 48(1). 177–181. 3 indexed citations
18.
Nunno, Giulia Di, Bernt Øksendal, & Frank Proske. (2003). White noise analysis for Lévy processes. Journal of Functional Analysis. 206(1). 109–148. 63 indexed citations
19.
Nunno, Giulia Di. (2002). Stochastic integral representations, stochastic derivatives and minimal variance hedging. Stochastics and stochastics reports. 73(1-2). 181–198. 15 indexed citations
20.
Nunno, Giulia Di & Yu. A. Rozanov. (1999). On Stochastic Integration and Differentiation. Acta Applicandae Mathematicae. 58(1-3). 231–235. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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