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Giulia Di Nunno

Observed names: Di Nunno, Giulia, G. Di Nunno, GIULIA DI NUNNO, Giulia Di Nunno, Giulia di Nunno, Nunno, Giulia, di Nunno, Giulia
Institution: University of Oslo
ORCID: 0000-0003-4412-5588
Observed ORCID: 0000-0003-4412-5588
OpenAlex ID: A5075520308
Malliavin Calculus for Lévy Processes with Applications to Finance
2008 · Nunno, Giulia, Øksendal, Bernt, et al. · Springer eBooks · 459
White noise analysis for Lévy processes
2003 · Giulia Di Nunno, Bernt Øksendal, et al. · Journal of Functional Analysis · 107
Stochastic Analysis and Applications
2007 · Fred Espen Benth, Giulia Di Nunno, et al. · Springer eBooks · 91
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
2003 · Fred Espen Benth, Giulia Di Nunno, et al. · Mathematical Finance · 87
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Optimal portfolio for an insider in a market driven by Lévy processes§
2006 · Giulia Di Nunno, Thilo Meyer-Brandis, et al. · Quantitative Finance · 78
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Malliavin Calculus and Anticipative Itô Formulae for Lévy Processes
2005 · GIULIA DI NUNNO, THILO MEYER-BRANDIS, et al. · Infinite Dimensional Analysis Quantum Probability and Related Topics · 77
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
2002 · Eugenio Regazzini, Alessandra Guglielmi, et al. · The Annals of Statistics · 73
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Stochastic integral representations, stochastic derivatives and minimal variance hedging
2002 · G. Di Nunno · Stochastics and stochastics reports · 34
Stochastic systems with memory and jumps
2018 · D.R. Baños, F. Cordoni, et al. · Journal of Differential Equations · 31
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From Constant to Rough: A Survey of Continuous Volatility Modeling
2023 · Giulia Di Nunno, Kęstutis Kubilius, et al. · Mathematics · 24
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Robustness of option prices and their deltas in markets modelled by jump-diffusions
2011 · Fred Espen Benth, Giulia Di Nunno, et al. · Communications on Stochastic Analysis · 24
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Optimal portfolio, partial information and Malliavin calculus
2009 · Giulia Di Nunno, Bernt Øksendal · Stochastics · 23
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On Stochastic Integration and Differentiation
1999 · G. Di Nunno, Yu. A. Rozanov · Acta Applicandae Mathematicae · 19
On Orthogonal Polynomials and the Malliavin Derivative for Levy Stochastic Measures
2004 · Giulia Di Nunno · NORA - Norwegian Open Research Archives · 18
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BSDEs driven by time-changed Lévy noises and optimal control
2014 · Giulia Di Nunno, Steffen Sjursen · Stochastic Processes and their Applications · 17
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Stochastic Integrals and Adjoint Derivatives
2007 · Giulia Di Nunno, Yuri A. Rozanov · Stochastic Analysis and Applications · 16
Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach
2009 · Giulia Di Nunno, Inga Baadshaug Eide · Stochastic Analysis and Applications · 15
Copula measures and Sklar's theorem in arbitrary dimensions
2021 · Fred Espen Benth, Giulia Di Nunno, et al. · Scandinavian Journal of Statistics · 13
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Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps
2015 · Giulia Di Nunno, Asma Khedher, et al. · Applied Mathematics & Optimization · 13
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Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞
2012 · Jocelyne Bion-Nadal, Giulia Di Nunno · Finance and Stochastics · 13
Sandwiched SDEs with unbounded drift driven by Hölder noises
2023 · Giulia Di Nunno, Yuliya Mishura, et al. · Advances in Applied Probability · 12
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Approximations of stochastic partial differential equations
2016 · Giulia Di Nunno, Tusheng Zhang · The Annals of Applied Probability · 11
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A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
2011 · Giulia Di Nunno, Olivier Menoukeu Pamen, et al. · Springer eBooks · 11
Lévy Models Robustness and Sensitivity
2010 · Fred Espen Benth, Giulia Di Nunno, et al. · 11
Random Fields: Non-anticipating Derivative and Differentiation Formulas
2007 · GIULIA DI NUNNO · Infinite Dimensional Analysis Quantum Probability and Related Topics · 11
Works count: 142
Citation count: 1,506
H-index: 16
I10-index: 29
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