Selected publications
| Author(s) |
Title |
Publisher |
|
Benth, Fred Espen; Di Nunno, Giulia; Schroers, Dennis
|
Copula measures and Sklar's theorem in arbitrary dimensions
|
Scandinavian Journal of Statistics (40 pages); 2021
|
|
Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine
|
Sensitivity analysis in the infinite dimensional Heston model
|
Infinite Dimensional Analysis Quantum Probability and Related Topics Volume 24 (2) (29 pages); 2021
|
|
Bion-Nadal, Jocelyne; Di Nunno, Giulia
|
Fully-dynamic risk-indifference prices and no-good-deal bounds
|
SIAM Journal on Financial Mathematics Volume 11 (2); page 620 - 658; 2020
|
|
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
|
More publications in Cristin
- Introductory mathematical finance
- Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics
