Francesca Biagini

Francesca Biagini

Ludwig Maximilians Universität München - München / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4987574
Ludwig Maximilian University of Munich
person_outline Francesca Biagini's MOST POPULAR ARTICLES
1-) Stochastic calculus for fractional Brownian motion and applications F Biagini, Y Hu, B Øksendal, T Zhang Springer Science & Business Media, 2008 11222008
2-) A general stochastic calculus approach to insider trading F Biagini, B Øksendal Applied Mathematics and Optimization 52 (2), 167-181, 2005 1572005
3-) An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion F Biagini, B Øksendal, A Sulem, N Wallner Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 1352004
4-) A unified approach to systemic risk measures via acceptance setsF Biagini, JP Fouque, M Frittelli, T Meyer‐BrandisMathematical Finance 29 (1), 329-367, 20191392019
5-) Mean‐variance hedging for stochastic volatility modelsF Biagini, P Guasoni, M PratelliMathematical Finance 10 (2), 109-123, 20001002000