Selected publications
Author(s) |
Title |
Publisher |
Banos, David; Cordoni, Francesco; Di Nunno, Giulia; Di Persio, Luca; Røse, Elin Engen
|
Stochastic systems with memory and jumps
|
Journal of Differential Equations Volume 266 (9); page 5772 - 5820; 2019
|
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, Jose
|
Kyle equilibrium under random price pressure
|
Decisions in Economics and Finance Volume 42 (1); page 77 - 101; 2019
|
Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove
|
On the approximation of Lévy driven Volterra processes and their integrals
|
Journal of Mathematical Analysis and Applications Volume 476 (1); page 120 - 148; 2019
|
Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert
|
Stochastic functional differential equations and sensitivity to their initial path
|
Computation and Combinatorics in Dynamics, Stochastics and Control; page 37 - 70; 2018
|
More publications in Cristin
- Introductory mathematical finance
- Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics