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
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
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