Malliavin calculus for Lévy processes with applications to finance G Di Nunno, BK Øksendal, F Proske Springer, 2009 | 479 | 2009 |

White noise analysis for Lévy processes G Di Nunno, B Øksendal, F Proske Journal of Functional Analysis 206 (1), 109-148, 2004 | 132 | 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 | 116 | 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 | 108 | 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 | 81 | 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 | 69 | 2002 |

Stochastic integral representations, stochastic derivatives and minimal variance hedging G Di Nunno Stochastics: An International Journal of Probability and Stochastic …, 2002 | 33 | 2002 |

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 | 30 | 2011 |

Advanced Mathematical Methods for Finance G Di Nunno, B Øksendal, Editors Springer, 2011 | 26 | 2011 |

On orthogonal polynomials and the Malliavin derivative for Lévy stochastic measures G Di Nunno Seminaires et congres 16, 55-69, 2007 | 26 | 2007 |

Minimal-variance hedging in large financial markets: random fields approach GD Nunno, IB Eide Stochastic Analysis and Applications 28 (1), 54-85, 2009 | 21 | 2009 |

Stochastic integrals and adjoint derivatives G Di Nunno, YA Rozanov Stochastic Analysis and Applications, 265-307, 2007 | 18 | 2007 |

Random Fields Evolution: non-anticipating integration and differentiation G Di Nunno Theory of Probability and Math. Statistics 66, 82-94, 2002 | 15 | 2002 |

Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps G Di Nunno, A Khedher, M Vanmaele Applied Mathematics & Optimisation 72, 353 - 389, 2015 | 14 | 2015 |

Lévy models robustness and sensitivity FE Benth, G Di Nunno, A Khedher Quantum Probability and Infinite dimensional Analysis. Series in QP-PQ …, 2010 | 14 | 2010 |

Optimal portfolio, partial information and Malliavin calculus G Di Nunno, B Øksendal Stochastics: An International Journal of Probability and Stochastics …, 2009 | 14 | 2009 |

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 | 13 | 2012 |

Random fields: non-anticipating derivative and differentiation formulas G Di Nunno Infinite Dimensional Analysis, Quantum Probability and Related Topics 10 (03 …, 2007 | 13 | 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 | 13 | 2006 |

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 | 12 | 2007 |