Giulia Di Nunno

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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
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, Jose	Kyle equilibrium under random price pressure	Decisions in Economics and Finance Volume 42 (1); page 77 - 101; 2019
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; 2019
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

More publications in Cristin

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