Giulia Di Nunno - Concepedia

Author

Giulia Di Nunno

Also Known As

Di Nunno, G., Di Nunno, Giulia, G. Di Nunno, GIULIA DI NUNNO, Giulia Di Nunno, Giulia Di Nunno, Giulia di Nunno, Lozano, Pere Díaz, Nunno, Giulia, di Nunno, Giulia

145

Publications

1.5K

Citations

H-Index

Concepts

All Affiliations

University of Oslo Norwegian School of Economics University of Pavia

About

Giulia Di Nunno is an author at University of Oslo specializing in probability theory, engineering, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	9	9	363
2	Business	8	8	215
3	Economics	3	3	123
4	Management	2	2	112
5	Computer Science	1	1	20

Giulia Di Nunno

Publications

629

Citations

H-Index

Page 1

	Year	Citations
White noise analysis for Lévy processes Giulia Di Nunno, Bernt Øksendal, Frank Proske Journal of Functional Analysis EngineeringWhite Noise AnalysisStochastic AnalysisProbability TheoryLevy Process	2003	105
Optimal portfolio for an insider in a market driven by Lévy processes§ Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal, Quantitative Finance Optimal PortfolioPortfolio ChoiceFinancial MathematicsComputational FinanceAsset Pricing	2006	88
MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal, Infinite Dimensional Analysis Quantum Probability and Related Topics EngineeringIntegrable ProbabilityStochastic ProcessesForward IntegralItô Formula	2005	79
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process Eugenio Regazzini, Alessandra Guglielmi, Giulia Di Nunno The Annals of Statistics Spectral TheoryNumerical AnalysisDirichlet FormEngineeringGibbs Measure	2002	73
Stochastic integral representations, stochastic derivatives and minimal variance hedging Giulia Di Nunno Stochastics and stochastics reports EngineeringAsset PricingIntegrable ProbabilityStochastic ProcessesStochastic Calculus	2002	34
Optimal portfolio, partial information and Malliavin calculus Giulia Di Nunno, Bernt Øksendal Stochastics Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingOptimal Portfolio	2009	24
Robustness of option prices and their deltas in markets modelled by jump-diffusions Fred Espen Benth, Giulia Di Nunno, Asma Khedher Communications on Stochastic Analysis	2011	24
On Orthogonal Polynomials and the Malliavin Derivative for Levy Stochastic Measures Giulia Di Nunno Duo Research Archive (University of Oslo)	2004	20
Stochastic systems with memory and jumps David Baños, Francesco Cordoni, Giulia Di Nunno, Journal of Differential Equations Stochastic Hybrid SystemEngineeringStochastic SystemStochastic Dynamical SystemStochastic Systems	2018	20
On Stochastic Integration and Differentiation Giulia Di Nunno, Yu. A. Rozanov Acta Applicandae Mathematicae	1999	19

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