G. Nunno

发表

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

E. Regazzini, A. Guglielmi, G. D. Nunno, 2002 .

Path-dependent Kyle equilibrium model

J. M. Corcuera, G. D. Nunno, G. Nunno, 2020, 2006.06395.

Stochastic differential equations driven by additive Volterra-L\'evy and Volterra-Gaussian noises

Y. Mishura, K. Ralchenko, G. Nunno, 2020, 2008.10854.

The heat modulated infinite dimensional Heston model and its numerical approximation

G. Lord, A. Petersson, G. D. Nunno, 2022, ArXiv.

Information And Optimal Investment In Defaultable Assets

Giulia Di Nunno, Steffen Sjursen, Steffen Sjursen, 2013, 1312.6032.

Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises

G. D. Nunno, Erik Hove Karlsen, G. Nunno, 2015, 1503.00939.

Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞

Jocelyne Bion-Nadal, Giulia Di Nunno, J. Bion-Nadal, 2013, Finance Stochastics.

A Maximum Principle for Mean-Field SDEs with Time Change

H. Haferkorn, G. Nunno, Hannes Haferkorn, 2016, 1608.05993.

ROBUSTNESS OF OPTION PRICES AND THEIR DELTAS IN MARKETS MODELLED BY JUMP-DIFFUSIONS

F. Benth, A. Khedher, G. Nunno, 2011 .

Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015

F. Benth, G. Nunno, 2016 .

Approximations of stochastic partial differential equations

Giulia Di Nunno, Tusheng Zhang, Tusheng Zhang, 2014, 1401.7794.

Malliavin Calculus for Lévy Processes with Applications to Finance

Bernt Øksendal, Frank Proske, Giulia Di Nunno, 2008 .

Levy Models Robustness and Sensitivity

F. Benth, A. Khedher, G. Nunno, 2010 .

MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES

Bernt Øksendal, Thilo Meyer-Brandis, Frank Proske, 2005 .

Kyle–Back’S Model With A Random Horizon

J. M. Corcuera, G. D. Nunno, G. Nunno, 2018 .

A continuous auction model with insiders and random time of information release

J. M. Corcuera, G. D. Nunno, B. Oksendal, 2014, 1411.2835.

Kyle-Back's model with Lévy noise

B. Øksendal, J. M. Corcuera, G. D. Nunno, 2010 .

Option pricing in Volterra sandwiched volatility model

Y. Mishura, G. D. Nunno, Anton YURCHENKO-TYTARENKO, 2022, 2209.10688.

BSDEs driven by time-changed Lévy noises and optimal control

G. D. Nunno, Steffen Sjursen, G. Nunno, 2013, 1312.5120.

SPDE bridges with observation noise and their spatial approximation

A. Petersson, S. Ortiz-Latorre, G. Nunno, 2021, Stochastic Processes and their Applications.

Anticipative stochastic control for Levy processes with application to insider trading

A. Kohatsu-Higa, F. Proske, A. Sulem, 2005 .

Sandwiched Volterra Volatility model: Markovian approximations and hedging

G. D. Nunno, Anton YURCHENKO-TYTARENKO, G. Nunno, 2022, 2209.13054.

Sandwiched processes driven by Hölder noises

Y. Mishura, G. Nunno, 2020 .

Maximum principles for stochastic time-changed Volterra games.

M. Giordano, G. Nunno, 2020, 2012.06449.

Backward Volterra equations with time-changed L\'evy noise and maximum principles

M. Giordano, G. Nunno, 2020 .

Before and after default: information and optimal portfolio via anticipating calculus

Jos'e A. Salmer'on, B. D’Auria, G. Nunno, 2022, 2208.07163.

A representation theorem and a sensitivity result for functionals of jump diffusions

B. Øksendal, G. D. Nunno, G. Nunno, 2007 .

White Noise Analysis for Lévy Processes.

Bernt Øksendal, Frank Proske, Giulia Di Nunno, 2004 .

The Donsker Delta Function, a Representation Formula for Functionals of a Levy Process and Application to Hedging in Incomplete Markets

B. Øksendal, G. Nunno, 2004 .

Stochastic Functional Differential Equations and Sensitivity to Their Initial Path

F. Proske, David R. Banos, D. Banos, 2016, 1701.06155.

Introduction to Malliavin calculus and Applications to Finance

G. D. Nunno, G. Nunno, 2009 .

Lifting of Volterra processes: optimal control in UMD Banach spaces

M. Giordano, G. Nunno, 2023, 2306.14175.

On the approximation of Lévy driven Volterra processes and their integrals

Erik Hove Karlsen, G. Nunno, A. Fiacco, 2018, Journal of Mathematical Analysis and Applications.

A topological proof of Sklar’s theorem in arbitrary dimensions

Fred Espen Benth, Giulia Di Nunno, Dennis Schroers, 2021, Dependence Modeling.

Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach

G. Nunno, Inga Baadshaug Eide, 2009 .

A Malliavin–Skorohod calculus in L0 and L1 for additive and Volterra-type processes

J. Vives, G. Nunno, 2015, 1502.05631.

On measurable modification of stochastic functions

Y. Rozanov, G. Nunno, 2002 .

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

Bernt Øksendal, Thilo Meyer-Brandis, Frank Proske, 2006 .

A general maximum principle for anticipative stochastic control and applications to insider trading

B. Øksendal, F. Proske, O. M. Pamen, 2011 .

Option pricing in Sandwiched Volterra Volatility model

Y. Mishura, G. Nunno, Anton Yurchenko-Tytarenko, 2022, 2209.10688.

Utility maximisation and time-change

G. D. Nunno, A. Khedher, M. Vanmaele, 2019, 1912.03202.