Giulia Di Nunno

Adjunct Professor Giulia Di Nunno

Business and Management Science
Management Science Finance Stochastic Calculus Stochastic Analysis Mathematical Finance

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, 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, 2016
More publications in Cristin
  • Introductory mathematical finance
  • Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics