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2019
1 Banos, David; Cordoni, Francesco; Di Nunno, Giulia; Di Persio, Luca; Røse, Elin Engen.
Stochastic systems with memory and jumps. Journal of Differential Equations 2019 ;Volum 266.(9) s. 5772-5820
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2 Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, Jose.
Kyle equilibrium under random price pressure. Decisions in Economics and Finance 2019 ;Volum 42.(1) s. 77-101
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3 Di Nunno, Giulia.
ICIAM 2019 Su Buchin - Prize Prof. Giulia di Nunno. WebsEdgeEducation [TV] 2019-07-17
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4 Di Nunno, Giulia.
Martingale random fields in time change models, the role of information in optimal portfolio problems. AMaMeF 2019; 2019-06-11 - 2019-06-14
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5 Di Nunno, Giulia.
Mathematics, Society, Economy and Development. Seminari di Cultura Matematica; 2019-05-22
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6 Di Nunno, Giulia.
Optimal strategies in a market with memory. DEA 2019; 2019-09-16 - 2019-09-20
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7 Di Nunno, Giulia.
Time-change in modelling, stochastic calculus and control. ICIAM 2019; 2019-07-15 - 2019-07-19
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8 Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove.
On the approximation of Lévy driven Volterra processes and their integrals. Journal of Mathematical Analysis and Applications 2019 ;Volum 476.(1) s. 120-148
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9 Di Nunno, Giulia; Natalini, Roberto.
Interview by Roberto Natalini with Giulia Di Nunno, 2019 Su Buchin Prize Winner. DIANOIA [Internett] 2019-08-01
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10 Di Nunno, Giulia; Salomon, Mónica G..
Hay matemáticos de primer nivel trabajando a destajo en África. El Pais [Avis] 2019-08-27
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2018
11 Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert.
Stochastic functional differential equations and sensitivity to their initial path. I: Computation and Combinatorics in Dynamics, Stochastics and Control. Springer 2018 ISBN 978-3-030-01592-3. s. 37-70
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12 Celledoni, Elena; Di Nunno, Giulia; Ebrahimi-Fard, Kurusch; Munthe-Kaas, Hans.
Computation and Combinatorics in Dynamics, Stochastics and Control. Springer 2018 (ISBN 978-3-030-01592-3) ;Volum 13.737 s. Abel Symposia(1)
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13 Corcuera, José Manuel; Di Nunno, Giulia.
Kyle-Back's model with a random horizon. International Journal of Theoretical and Applied Finance 2018 ;Volum 21.(2)
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14 Di Nunno, Giulia.
A continuous auction model with insiders and random time of information release. MAF2018; 2018-04-04 - 2018-04-06
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15 Di Nunno, Giulia.
Fully dynamic risk-indifference pricing and no-good-deal bounds. 17th Winter School in Mathematical Finance; 2018-01-22 - 2018-01-24
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16 Di Nunno, Giulia.
Integration with respect to Levy driven Volterra processes. International Conference on Control, Games and Stochastic Analysis; 2018-10-29 - 2018-11-01
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17 Di Nunno, Giulia.
Kyle-Backs equilibrium model with a random time of information release. Bachelier Finance Society Congress 2018; 2018-07-16 - 2018-07-20
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18 Di Nunno, Giulia.
Kyle-Backs equilibrium model with a random time of information release. SAMSA 2018; 2018-11-19 - 2018-11-22
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19 Di Nunno, Giulia.
Kyle-Back’s model with a random horizon. Stochastic Modelling and Financial Applications; 2018-06-11 - 2018-06-14
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20 Di Nunno, Giulia.
Levy driven Volterra processes: approximation and integration. Stochastic Analysis Seminars; 2018-12-12
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21 Di Nunno, Giulia.
Malliavin Calculus and Applications to Finance. PhD course at Milano Bicocca; 2018-06-13 - 2018-06-15
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22 Di Nunno, Giulia.
On fully-dynamic risk-indifference pricing: time-consistency and other properties. Oxford seminars in Mathematical Finance; 2018-11-08
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23 Di Nunno, Giulia.
On the integration with respect to Volterra processes: fractional calculus and approximation. Seminar at ICMAT; 2018-04-06
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24 Di Nunno, Giulia.
On the integration with respect to Volterra type processes. Stochastic Analysis Seminars; 2018-11-13
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25 Di Nunno, Giulia.
Sandwich extensions of linear and convex operators and their applications. Natjonalt Matematikkermøte 2018; 2018-09-13 - 2018-09-14
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26 Di Nunno, Giulia.
Stochastic calculus and control for systems driven by time-changed Levy noises. Nelder PhD course; 2018-10-15 - 2018-10-16
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27 Di Nunno, Giulia.
Stochastic systems with memory, robustness and sensitivity. Stochastic Equations, Limit Theorems and Statistics of Stochastic Processes 100th I.I. Gikhman’s Anniversary; 2018-09-17 - 2018-09-22
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2017
28 Bion-Nadal, Jocelyne; Di Nunno, Giulia.
Fully-dynamic risk-indifference prices and no-good-deal bounds. arXiv.org 2017
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29 Bion-Nadal, Jocelyne; Di Nunno, Giulia.
Representation of convex operators and their static and dynamic sandwich extensions. Journal of Convex Analysis 2017 ;Volum 24.(4) s. 1375-1405
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30 Di Nunno, Giulia.
Control of an economic with specialised sectors: a maximum principle approach for mean-field SDEs with time change. 8th AMAMEF Conference; 2017-06-16 - 2017-06-23
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31 Di Nunno, Giulia.
Dynamic risk indifference pricing. International Conference on Stochastic Analysis, Control and Applications; 2017-10-24 - 2017-10-27
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32 Di Nunno, Giulia.
Dynamic risk indifference pricing. Seminars at Department of Economy and Finance; 2017-10-05
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33 Di Nunno, Giulia.
Fully-dynamic risk indifference pricing. London Mathematical Finance seminar series; 2017-11-30
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34 Di Nunno, Giulia.
Fully-dynamic risk-indifference pricing with no-good-deal bounds. SAMSA 2017; 2017-11-20 - 2017-11-24
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35 Di Nunno, Giulia.
Introduction to Levy Processes and Applications to Finance. Lectures at Department of Statistics, University of Bologna -campus Rimini; 2017-05-17 - 2017-05-19
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36 Di Nunno, Giulia.
Malliavin Calculus for Lévy processes and Time-Change. 2nd RTG-Summer School; 2017-09-11 - 2017-09-15
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37 Di Nunno, Giulia.
Mathematics, Modelling, Time and Chaos. Scienza senza confini: Orizzonti italo-norvegesi; 2017-09-22
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38 Di Nunno, Giulia.
On the integration with respect to Volterra processes: fractional calculus and approximation. Second Conference on Ambit Fields and Related Topics; 2017-08-14 - 2017-08-16
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39 Di Nunno, Giulia; Haferkorn, Hannes Hagen.
A maximum principle for mean-field SDEs with time change. Applied Mathematics and Optimization 2017 ;Volum 76.(1) s. 137-176
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40 Di Nunno, Giulia; Isaksen, Karoline Kvellestad.
Det er vanskeligere for kvinner å komme seg opp og fram i matematikken. Intervju til: Professor Berit Stensønes (CAS gruppeleder 2016/17, NTNU), Professor Giulia Di Nunno (CAS gruppeleder 2014/15, UiO), Professor Knut Liestøl (Styreleder for Forskningsrådet BALANSE project, UiO), Professor Geir Ellingsrud (CAS Styreleder, UiO). Forskning.no [Avis] 2017-03-08
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41 Di Nunno, Giulia; Vives, Josep.
A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes. Stochastics: An International Journal of Probability and Stochastic Processes 2017 ;Volum 89.(1) s. 142-170
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2016
42 Benth, Fred Espen; Di Nunno, Giulia.
Stochastics of Environmental and Financial Economics. Springer Science+Business Media B.V. 2016 (ISBN 978-3-319-23424-3) ;Volum 138.360 s. Springer Proceedings in Mathematics & statistics(138)
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43 Di Nunno, Giulia.
A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes. Fractality and Fractionality; 2016-05-17 - 2016-05-20
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44 Di Nunno, Giulia.
Risk indifference pricing and dynamic no-good-deal bounds. 27th Nordic Congress of Mathematicians; 2016-03-16 - 2016-03-20
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45 Di Nunno, Giulia.
Sensitivity analysis in a market with memory. A join work with D.R.Banos, H.Haferkorn, f. Proske. SAMSA 2016; 2016-11-21 - 2016-11-24
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46 Di Nunno, Giulia.
Sensitivity analysis in a market with memory. Work in collaboration with D.R. Banos, H. Haferkorn, F. Proske.. CSACS2016; 2016-09-20 - 2016-09-23
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47 Di Nunno, Giulia.
Series of Lectures on Levy Processes and Applications to Finance. International lectures for PhD and Master at Unviersity of Verona; 2016-06-06 - 2016-06-09
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48 Di Nunno, Giulia.
Stochastic systems with memory and jumps. Dynamical Systems, Differential Equations and Applications; AIMS Conference; 2016-07-01 - 2016-07-05
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49 Di Nunno, Giulia; Karlsen, Erik Hove.
Hedging under worst-case-scenario in a market driven by time-changed Lévy noises. I: The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V. 2016 ISBN 978-3-319-25824-9. s. 465-499
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50 Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn.
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Fractional Calculus and Applied Analysis 2016 ;Volum 19.(6) s. 1356-1392
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