Francesca Biagini

A General Stochastic Calculus Approach to Insider Trading

Francesca Biagini, Bernt Øksendal · Applied Mathematics & Optimization · 2005 · 135 citations · Full text

Engineering, Economics, Finance +12

An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion

Francesca Biagini, Bernt Øksendal, Agnès Sulem et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2004 · 110 citations · Full text

Engineering, Physics, Probability Theory +13

A unified approach to systemic risk measures via acceptance sets

Francesca Biagini, Jean‐Pierre Fouque, Marco Frittelli et al. · Mathematical Finance · 2018 · 101 citations · Full text

Business, Finance, Risk Management +13

Mean‐Variance Hedging for Stochastic Volatility Models

Francesca Biagini, Paolo Guasoni, Maurizio Pratelli · Mathematical Finance · 2000 · 91 citations

Business, Finance, Mathematics +17

A stochastic maximum principle for processes driven by fractional Brownian motion

Francesca Biagini, Yaozhong Hu, Bernt Øksendal et al. · Stochastic Processes and their Applications · 2002 · 71 citations · Full text

Engineering, Mathematics, Physics +11