Francesca Biagini

Finance · 2000–2008

A researcher in the Science corpus: 4 papers; trusts 5 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Francesca Biagini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. D. Heath
  2. Francesco Russo
  3. Jorge A. León
  4. Eckhard Platen
  5. Yaozhong Hu
  6. Peter Imkeller
  7. Pierre Vallois

Who trusts Francesca Biagini overall

  1. Vicky Henderson
  2. Stefan Ankirchner
  3. Yaozhong Hu
  4. Yong Xu
  5. Peter Imkeller
  6. David Nualart
  7. Lucian Maticiuc
  8. Guy Jumarie
  9. Bin Pei

Papers from Francesca Biagini's perspective

Ordered by how strongly the researchers Francesca Biagini trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
  2. Stochastic calculus with respect to continuous finite quadratic variation processes
  3. An Anticipating Calculus Approach to the Utility Maximization of an Insider
  4. Controlling rough paths
  5. Rough evolution equations
  6. System Control and Rough Paths
  7. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
  8. Local martingales, arbitrage, and viability Free snacks and cheap thrills
  9. Relative arbitrage in volatility-stabilized markets
  10. A BENCHMARK APPROACH TO FINANCE

Their papers