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
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
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

More publications in Cristin

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