Giulia Di Nunno

Copula measures and Sklar's theorem in arbitrary dimensions

Fred Espen Benth, Giulia Di Nunno, Dennis Schroers, 2020, Scandinavian Journal of Statistics.

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes

Frank Proske, Bernt Oksendal, Giulia Di Nunno, 2003 .