Concepedia

Giulia Di Nunno

GD

21

Publications

629

Citations

13

H-Index

1999

Active since

Affiliations

University of Oslo(Current)

Norwegian School of Economics

University of Pavia

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

Top concepts

ProbabilityEngineeringFinanceBusinessAsset PricingStochastic CalculusFinancial EngineeringStatisticsOption PricingEconomics

Publications per year

1999–2023

21

Publications

21

White noise analysis for Lévy processes

Giulia Di Nunno, Bernt Øksendal, Frank Proske · Journal of Functional Analysis · 2003 · 105 citations

Engineering, White Noise Analysis, Stochastic Analysis +4

Optimal portfolio for an insider in a market driven by Lévy processes§

Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal et al. · Quantitative Finance · 2006 · 88 citations

Optimal Portfolio, Portfolio Choice, Financial Mathematics +17

MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES

Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal et al. · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2005 · 79 citations

Engineering, Integrable Probability, Stochastic Processes +8

Theory and numerical analysis for exact distributions of functionals of a Dirichlet process

Eugenio Regazzini, Alessandra Guglielmi, Giulia Di Nunno · The Annals of Statistics · 2002 · 73 citations · Full text

Spectral Theory, Numerical Analysis, Dirichlet Form +15

Stochastic integral representations, stochastic derivatives and minimal variance hedging

Giulia Di Nunno · Stochastics and stochastics reports · 2002 · 34 citations

Engineering, Asset Pricing, Integrable Probability +11

Rows per page

1–5 of 21