Giulia Di Nunno
Giulia Di Nunno
Professor at University of Oslo and Adjunct Professor at NHH Bergen
Verified email at - Homepage
Cited by
Cited by
Malliavin calculus for Lévy processes with applications to finance
G Di Nunno, BK Øksendal, F Proske
Springer, 2009
White noise analysis for Lévy processes
G Di Nunno, B Øksendal, F Proske
Journal of Functional Analysis 206 (1), 109-148, 2004
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003
Malliavin calculus and anticipative Itô formulae for Lévy processes
G Di Nunno, T Meyer-Brandis, B Øksendal, F Proske
Infinite Dimensional Analysis, Quantum Probability and Related Topics 8 (02 …, 2005
Optimal portfolio for an insider in a market driven by Lévy processes
GD Nunno, T Meyer-Brandis, B Øksendal, F Proske
Quantitative Finance 6 (1), 83-94, 2006
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
E Regazzini, A Guglielmi, G Di Nunno
Annals of statistics 30 (5), 1376-1411, 2002
Stochastic integral representations, stochastic derivatives and minimal variance hedging
G Di Nunno
Stochastics and Stochastic Reports 73 (1-2), 181-198, 2002
Advanced Mathematical Methods for Finance
G Di Nunno, B Øksendal, Editors
Springer, 2011
Robustness of option prices and their deltas in markets modelled by jump-diffusions
FE Benth, G Di Nunno, A Khedher
Comm. Stochastic Analysis 5, 285-307, 2011
On orthogonal polynomials and the Malliavin derivative for Lévy stochastic measures
G Di Nunno
Seminaires et congres 16, 55-69, 2007
Minimal-variance hedging in large financial markets: random fields approach
GD Nunno, IB Eide
Stochastic Analysis and Applications 28 (1), 54-85, 2009
Optimal portfolio, partial information and Malliavin calculus
G Di Nunno, B Øksendal
Stochastics: An International Journal of Probability and Stochastics …, 2009
Stochastic integrals and adjoint derivatives
G Di Nunno, YA Rozanov
Stochastic Analysis and Applications, 265-307, 2007
Stochastic systems with memory and jumps
DR Baños, F Cordoni, G Di Nunno, L Di Persio, EE Røse
Journal of Differential Equations 266 (9), 5772-5820, 2019
BSDEs driven by time-changed Lévy noises and optimal control
G Di Nunno, S Sjursen
Stochastic Processes and their Applications 124 (4), 1679-1709, 2014
Random Fields Evolution: non-anticipating integration and differentiation
G Di Nunno
Theory of Probability and Math. Statistics 66, 82-94, 2002
The Donsker delta function, a representation formula for functionals of a Lévy process and application to hedging in incomplete markets
G Di Nunno, B Øksendal
Séminaires et Congres 16, 71-82, 2007
A representation theorem and a sensitivity result for functionals of jump diffusions
G Di Nunno, B Øksendal
Mathematical analysis of random phenomena, 177-190, 2006
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞
J Bion-Nadal, G Di Nunno
Finance and Stochastics, 1-27, 2012
Lévy models robustness and sensitivity
FE Benth, G Di Nunno, A Khedher
Quantum Probability and Infinite dimensional Analysis. Series in QP-PQ …, 2010
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