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