Selected publications
| Author(s) |
Title |
Publisher |
|
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
|
|
Baños, David Ruiz, Di Nunno, Giulia, Haferkorn, Hannes Hagen, Proske, Frank Norbert
|
Stochastic functional differential equations and sensitivity to their initial path |
arXiv.org, 2017
|
|
Di Nunno, Giulia, Karlsen, Erik Hove
|
Hedging under worst-case-scenario in a market driven by time-changed Lévy noises
|
The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen, page 465 - 499, 2016
|
|
Baños, David Ruiz, Cordoni, Francesco, Di Nunno, Giulia, Di Persio, Luca, Elin, Røse
|
Stochastic systems with memory and jumps |
arXiv.org, 2016
|
More publications in Cristin
- Introductory mathematical finance
- Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics
