Centre for Advanced Study

at the Norwegian Academy of Science and Letters

Giulia Di Nunno

Title Professor
Academic Institution University of Oslo
Academic department Department of Mathematics
Country Norway
Contact Information

CAS Publications

  • Di Nunno, G., Khedher, A., and Vanmaele, M. 2015. "Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps", Applied Mathematics and Optimization, 72:353-389.

  • Di Nunno, G., and Karlsen, E. H. 2015. "Hedging under worst-case-scenario in a market driven by time-changed Lévy noises", in M. Podolskij, R. Stelzer, S. Thorbjørnsen and A. Veraart (eds.), The fascination of Probability, Statistics and their Applications, Heidelberg: Springer Verlag. 

  • Benth, F.E., and G. Di Nunno. 2015. Stochastics for Environmental and Financial Economics, Heidelberg: Springer Verlag. 

CAS Project