how much of the nut is left ?
If there is enough you can use a socket (correct size for a normal wheel nut) with 12 splines rather than the normal 6. You'll have to hammer it in though, you'll know from the sound when you hit if it's in place (sound goes dull rather than a sort of ring). once hammered in use a socket wrench with a metal tube over it to extend the length. Hopefully there will be enough torque to twist it off.
You can buy nut removal sockets, not too expensive and will do a better job - same method though