Di Nunno, Giulia.
Di Nunno, G. 1973-
Di Nunno, Giulia, 1973-
Di Nunno, G.
Giulia Di Nunno Italian mathematician (1973-)
VIAF ID: 40431174 ( Personal )
Permalink: http://viaf.org/viaf/40431174
Preferred Forms
- 100 1 _ ‡a Di Nunno, G.
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- 100 1 _ ‡a Di Nunno, Giulia
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- 100 1 _ ‡a Di Nunno, Giulia
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- 100 1 _ ‡a Di Nunno, Giulia
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- 100 1 _ ‡a Di Nunno, Giulia
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- 100 0 _ ‡a Giulia Di Nunno ‡c Italian mathematician (1973-)
4xx's: Alternate Name Forms (18)
5xx's: Related Names (4)
- 510 2 _ ‡a Matematisk Institutt
- 510 2 _ ‡a Norges Handelshøyskole
- 510 2 _ ‡a Norges handelshøyskole ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universitetet i Oslo ‡b Matematisk institutt ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Advanced mathematical methods for finance | |
Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 | |
The Donsker delta function, a representation formula for functionals of a Lévy process and application to hedging in incomplete markets | |
Malliavin calculus for Lévy processes with applications to finance | |
On orthogonal polynomials and the Malliavin derivative for Lévy stochastic measures | |
Optimal portfolio for an insider in a market driven by Lévy processes | |
Price operators analysis in Lp-spaces | |
Random fields evolution : non-anticipating integration and differentiation | |
Représentation probabiliste d'équations HJB pour le contrôle optimal de processus à sauts, EDSR (équations différentielles stochastiques rétrogrades) et calcul stochastique. | |
Some versions of the fundamental theorem of asset pricing | |
Stochastic Analysis and Applications : The Abel Symposium 2005 : Proceedings of the Second Abel Symposium, Oslo,July 29 - August 4, 2005, held in honor of Kiyosi Itô | |
Stochastic integral representations, stochastic derivatives and minimal variance hedging | |
Stochastic interpolation and comparison of some stochastic processes. | |
Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015 | |
White noise analysis for Lévy processes |