Giulia Di Nunno

Adjunct Professor Giulia Di Nunno

+47 55 95 98 47
Business and Management Science
Management Science Stochastic Calculus Stochastic Analysis Mathematical Finance

Selected publications

Author(s) Title Publisher
Baños, David Ruiz, Di Nunno, Giulia, Haferkorn, Hannes Hagen, Proske, Frank Norbert Stochastic functional differential equations and sensitivity to their initial path, 2017
Di Nunno, Giulia, Vives, Josep A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes Stochastics: An International Journal of Probability and Stochastic Processes Volume 89 (1), page 142 - 170, 2017
Bion-Nadal, Jocelyne, Di Nunno, Giulia Fully-dynamic risk-indifference prices and no-good-deal bounds, 2017
Di Nunno, Giulia, Haferkorn, Hannes Hagen A maximum principle for mean-field SDEs with time change Applied mathematics and optimization Volume 76 (1), page 137 - 176, 2017
More publications in Cristin
  • Introductory mathematical finance
  • Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics