Giulia di Nunno

Finance · 2002–2008

A researcher in the Science corpus: 6 papers; trusts 4 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Giulia di Nunno trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bernt Øksendal
  2. Arne Løkka
  3. Frank Norbert Proske
  4. David Nualart
  5. Wim Schoutens
  6. T. Meyer‐Brandis

Who trusts Giulia di Nunno overall

  1. E. Petrou
  2. T. Meyer‐Brandis
  3. Bernt Øksendal
  4. Frank Norbert Proske
  5. Martin Bauer
  6. Vlad Bally
  7. Antonio Lijoi
  8. Lancelot F. James
  9. Lukasz Delong
  10. Ivan Nourdin

Papers from Giulia di Nunno's perspective

Ordered by how strongly the researchers Giulia di Nunno trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Financial Modelling with Jump Processes
  2. Martingale Representation of Functionals of Lévy Processes
  3. Stochastic calculus with respect to continuous finite quadratic variation processes
  4. Stochastic Integration and Differential Equations. Second Edition.
  5. MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
  6. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
  7. Mean field games
  8. An Anticipating Calculus Approach to the Utility Maximization of an Insider
  9. Nonlinear SDEs driven by L\'evy processes and related PDEs
  10. A Maximum Principle for SDEs of Mean-Field Type

Their papers