Selected publications
| Author(s) |
Title |
Publisher |
|
Bion-Nadal, Jocelyne; Di Nunno, Giulia
|
Fully-dynamic risk-indifference prices and no-good-deal bounds
|
SIAM Journal on Financial Mathematics Volume 11 (2); page 620 - 658; 2020
|
|
Banos, David; Cordoni, Francesco; Di Nunno, Giulia; Di Persio, Luca; Røse, Elin Engen
|
Stochastic systems with memory and jumps
|
Journal of Differential Equations Volume 266 (9); page 5772 - 5820; 2019
|
|
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, Jose
|
Kyle equilibrium under random price pressure
|
Decisions in Economics and Finance (DAF) Volume 42 (1); page 77 - 101; 2019
|
|
Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove
|
On the approximation of Lévy driven Volterra processes and their integrals
|
Journal of Mathematical Analysis and Applications Volume 476 (1); page 120 - 148; 2019
|
More publications in Cristin
- Introductory mathematical finance
- Topics in Stochastic Methods: Stochastic Analysis with Applications in Economics
