Giulia Di Nunno

Q: What Schools Are Affiliated With Giulia Di Nunno

Giulia Di Nunno is affiliated with the following schools: University of Oslo, Scuola Normale Superiore di Pisa, Consorzio ICoN, University of Milan, University of Pavia

Giulia Di Nunno's AcademicInfluence.com Rankings

Giulia Di Nunno

Mathematics

#5571

World Rank

#7832

Historical Rank

Measure Theory

#4594

World Rank

#5377

Historical Rank

mathematics Degrees

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Mathematics

Giulia Di Nunno's Degrees

PhD Mathematics Scuola Normale Superiore di Pisa

Why Is Giulia Di Nunno Influential?

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According to Wikipedia, Giulia Di Nunno is an Italian mathematician specializing in stochastic analysis and financial mathematics who works as a professor of mathematics at the University of Oslo, with an adjunct appointment at the Norwegian School of Economics.

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Giulia Di Nunno's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Malliavin Calculus for Lévy Processes with Applications to Finance (2008) (439)
White Noise Analysis for Lévy Processes. (2004) (123)
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes (2003) (116)
MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (2005) (89)
Optimal portfolio for an insider in a market driven by Lévy processes (2006) (80)
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process (2002) (71)
ROBUSTNESS OF OPTION PRICES AND THEIR DELTAS IN MARKETS MODELLED BY JUMP-DIFFUSIONS (2011) (33)
Stochastic integral representations, stochastic derivatives and minimal variance hedging (2002) (31)
Advanced mathematical methods for finance (2011) (29)
Optimal portfolio, partial information and Malliavin calculus (2009) (25)
Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (2009) (24)
BSDEs driven by time-changed Lévy noises and optimal control (2013) (22)
On Stochastic Integration and Differentiation (1999) (22)
Approximations of stochastic partial differential equations (2014) (21)
On Orthogonal Polynomials and the Malliavin Derivative for Levy Stochastic Measures (2004) (21)
Stochastic systems with memory and jumps (2016) (21)
Anticipative stochastic control for Levy processes with application to insider trading (2005) (17)
Stochastic Integrals and Adjoint Derivatives (2007) (16)
On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (2013) (15)
Levy Models Robustness and Sensitivity (2010) (15)
Random Fields Evolution: non-anticipating integration and differentiation. (2002) (15)
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞ (2013) (15)
RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (2007) (14)
Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps (2013) (13)
A general maximum principle for anticipative stochastic control and applications to insider trading (2011) (13)
The Donsker Delta Function, a Representation Formula for Functionals of a Levy Process and Application to Hedging in Incomplete Markets (2004) (13)
Kyle-Back's model with Lévy noise (2010) (12)
A representation theorem and a sensitivity result for functionals of jump diffusions (2007) (12)
Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015 (2016) (11)
A note on convergence of option prices and their Greeks for Lévy models (2013) (11)
Price Operators Analysis in Lp-Spaces (2005) (10)
Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (2015) (9)
Lower and Upper Bounds of Martingale Measure Densities in Continuous Time Markets (2011) (7)
COMPUTATION OF GREEKS IN MULTI-FACTOR MODELS WITH APPLICATIONS TO POWER AND COMMODITY MARKETS (2012) (7)
Kyle equilibrium under random price pressure (2018) (6)
A Malliavin–Skorohod calculus in L0 and L1 for additive and Volterra-type processes (2015) (6)
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 (2007) (5)
Kyle–Back’S Model With A Random Horizon (2018) (5)
On measurable modification of stochastic functions (2002) (5)
UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (2011) (4)
Sandwiched SDEs with unbounded drift driven by Hölder noises (2020) (4)
Copula measures and Sklar's theorem in arbitrary dimensions (2020) (4)
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (2016) (4)
Holder Equality for Conditional Expectations with Application to Linear Monotone Operators (2004) (4)
Information And Optimal Investment In Defaultable Assets (2013) (4)
Stochastics of Environmental and Financial Economics (2016) (4)
The heat modulated infinite dimensional Heston model and its numerical approximation (2022) (3)
The Mark H.A. Davis festschrift: stochastics, control and finance (2012) (3)
Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (2015) (3)
Sensitivity analysis in the infinite dimensional Heston model (2020) (3)
Path-dependent Kyle equilibrium model (2020) (3)
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (2022) (2)
A Maximum Principle for Mean-Field SDEs with Time Change (2016) (2)
Some Versions of the Fundamental Theorem of Asset Pricing (2002) (2)
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (2017) (2)
On the approximation of Lévy driven Volterra processes and their integrals (2018) (2)
Random Fields: Skorohod integral and Malliavin derivative (2004) (2)
Backward Volterra equations with time-changed L\'evy noise and maximum principles (2020) (2)
On Measurable Modification of Stochastic Functions@@@On Measurable Modification of Stochastic Functions (2001) (1)
White Noise, the Wick Product, and Stochastic Integration (2009) (1)
Stochastic Analysis and Applications (2000) (1)
Extension theorems for linear operators on L ∞ and application to price systems (2011) (1)
Stochastic Functional Differential Equations and Sensitivity to Their Initial Path (2016) (1)
Introduction to Malliavin calculus and Applications to Finance (2009) (1)
Hölder equality for conditional expectations with application to linear monotone operators@@@Hölder equality for conditional expectations with application to linear monotone operators (2003) (1)
A continuous auction model with insiders and random time of information release (2014) (1)
Option pricing in Volterra sandwiched volatility model (2022) (1)
Representation of convex operators and their static and dynamic sandwich extensions (2014) (1)
The Donsker Delta Function and Applications (2009) (1)
Maximum principles for stochastic time-changed Volterra games. (2020) (1)
Sandwiched processes driven by Hölder noises (2020) (1)
Stochastic integral representations, stochastic derivatives and minimal variance hedging (2002) (1)
On stochastic control for time changed Lévy dynamics (2022) (1)
LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (2011) (1)
Utility maximisation and time-change (2019) (0)
BSDEs with default jump (2020) (0)
PR ] 3 1 M ay 2 01 6 Stochastic systems with memory and jumps (2018) (0)
Applications to Stochastic Control: Partial and Inside Information (2009) (0)
SPDE bridges with observation noise and their spatial approximation (2021) (0)
The Hida—Malliavin Derivative on the Space Ω = S′(ℝ) (2009) (0)
Lévy White Noise and Stochastic Distributions (2009) (0)
Stochastic differential equations driven by additive Volterra-L\'evy and Volterra-Gaussian noises (2020) (0)
The Malliavin Derivative (2009) (0)
Before and after default: information and optimal portfolio via anticipating calculus (2022) (0)
Robustness of quadratic hedging strategies via backward stochastic differential equations (2014) (0)
Minimal Variance Hedging in incomplete markets: stochastic dierentiation and the Clark-Ocone formula (2010) (0)
Integral Representations and the Clark—Ocone formula (2009) (0)
The Forward Integral and Applications (2009) (0)
A topological proof of Sklar’s theorem in arbitrary dimensions (2021) (0)
The Skorohod Integral (2009) (0)
Regularity of Solutions of SDEs Driven by Lévy Processes (2009) (0)
Preface to the special issue on Stochastic Analysis (2009) (0)
2 Some basic definitions and results 2 . 1 Lévy processes (2008) (0)
A Maximum Principle for Mean-Field SDEs with Time Change (2017) (0)
Kyle equilibrium under random price pressure (2019) (0)
Stochastic Volterra equations with time-changed Lévy noise and maximum principles (2020) (0)
Malliavin Derivative via Chaos Expansion (2009) (0)
Sensitivity analysis in a market with memory (2013) (0)
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞ (2012) (0)
Preface (2017) (0)
Extension theorems for linear operators on $L_\infty$ and application to price systems (2011) (0)
Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps (2015) (0)
Absolute Continuity of Probability Laws (2009) (0)
On stochastic control for time changed Lévy dynamics (2022) (0)
The Wiener—Itô Chaos Expansion (2009) (0)
Titel : Robustness of quadratic hedging strategies via backward stochastic differential equations (2013) (0)
Editorial: Long-Memory Models in Mathematical Finance (2021) (0)
Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps (2013) (0)
The Forward Integral (2009) (0)
Stochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisia (2012) (0)
Sandwiched Volterra Volatility model: Markovian approximations and hedging (2022) (0)
The Donsker Delta Function of a Lévy Process and Applications (2009) (0)
On Stochastic Derivative. (2001) (0)
A Short Introduction to Lévy Processes (2009) (0)
Fully-dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs (2023) (0)
Call for Applications Emerging Regional Centre of Excellence – ERCE 2020–2024 (2019) (0)

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What Schools Are Affiliated With Giulia Di Nunno?

Giulia Di Nunno is affiliated with the following schools:

Giulia Di Nunno's Academic­Influence.com Rankings