The following pages link to Giulia Di Nunno (Q303948):
Displaying 50 items.
- Approximations of stochastic partial differential equations (Q303950) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- White noise analysis for Lévy processes. (Q1425153) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- (Q1733941) (redirect page) (← links)
- Stochastic functional differential equations and sensitivity to their initial path (Q1733943) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process (Q1873600) (← links)
- On stochastic integration and differentiation (Q1969265) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- A topological proof of Sklar's theorem in arbitrary dimensions (Q2148719) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Price operators analysis in \(L_p\)-spaces (Q2492715) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- (Q2787474) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- A Malliavin–Skorohod calculus in<i>L</i><sup>0</sup>and<i>L</i><sup>1</sup>for additive and Volterra-type processes (Q2974859) (← links)
- UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (Q2996890) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- (Q3078233) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Optimal portfolio, partial information and Malliavin calculus (Q3396071) (← links)
- (Q3397482) (← links)
- (Q3397483) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- On Measurable Modification of Stochastic Functions (Q4328528) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- Representation of convex operators and their static and dynamic sandwich extensions (Q4597340) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- (Q4791820) (← links)
- Holder Equality for Conditional Expectations with Application to Linear Monotone Operators (Q4830845) (← links)
- Copula measures and Sklar's theorem in arbitrary dimensions (Q5043795) (← links)
- Sensitivity analysis in the infinite dimensional Heston model (Q5158590) (← links)
- A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading (Q5198560) (← links)
- A note on convergence of option prices and their Greeks for Lévy models (Q5410820) (← links)
- (Q5429938) (← links)
- (Q5436602) (← links)
- MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (Q5462131) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
- On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (Q5746516) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
