Giulia Di Nunno

Adjunct Professor Giulia Di Nunno

E-mail: Giulia.Nunno@nhh.no
Telephone: +47 55 95 98 47
Department: Business and Management Science
Expertise: Management Science Stochastic Calculus Stochastic Analysis Mathematical Finance

Biography and CV Selected publications Teaching

Link to webpage at the University of Oslo

Selected publications

Author(s)	Title	Publisher
Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove	On the approximation of Lévy driven Volterra processes and their integrals	Journal of Mathematical Analysis and Applications Volume 476 (1); page 120 - 148; 2019
Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert	Stochastic functional differential equations and sensitivity to their initial path	Computation and Combinatorics in Dynamics, Stochastics and Control; page 37 - 70; 2018
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; 2018
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

More publications in Cristin

Introductory mathematical finance
Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics