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Browsing Test Collection by Author "Di Nunno, Giulia"

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A note on convergence of option prices and their Greeks for Lévy models

Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma (2010)
On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process

Di Nunno, Giulia; Sjursen, Steffen A. Søreide (2012)
Pricing of spread options on a bivariate jump market and stability to model risk

Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma; Schmeck, Maren Diane (2012)

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