Selected publications
| Author(s) |
Title |
Publisher |
|
Corcuera, José Manuel; Di Nunno, Giulia
|
Kyle-Back's model with a random horizon
|
International Journal of Theoretical and Applied Finance Volume 21 (2); 2018
|
|
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; 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 |
arXiv.org; 2017
|
More publications in Cristin
- Introductory mathematical finance
- Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics
