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Francesca Biagini

Identifiers

  • name variant Francesca Biagini 0.60 · backfill

Papers (11)

  1. Financial asset bubbles in banking networks q-fin.MF · 2018 · author #1
  2. On Fairness of Systemic Risk Measures q-fin.MF · 2018 · author #1
  3. Liquidity induced asset bubbles via flows of ELMMs q-fin.MF · 2016 · author #1
  4. Polynomial Diffusion Models for Life Insurance Liabilities q-fin.MF · 2016 · author #1
  5. Robust Mean-Variance Hedging via G-Expectation q-fin.MF · 2016 · author #1
  6. Robust Financial Bubbles q-fin.MF · 2016 · author #1
  7. The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates q-fin.PR · 2015 · author #1
  8. A Unified Approach to Systemic Risk Measures via Acceptance Sets q-fin.MF · 2015 · author #1
  9. Optimal control with delayed information flow of systems driven by $G$-Brownian motion math.OC · 2014 · author #1
  10. Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield q-fin.PR · 2013 · author #1
  11. Local Risk-Minimization under the Benchmark Approach q-fin.PR · 2012 · author #1

Mentions

  • 1507.00208 #1 · backfill · confidence 0.70 Francesca Biagini
  • 1503.06354 #1 · backfill · confidence 0.70 Francesca Biagini
  • 1402.3139 #1 · backfill · confidence 0.70 Francesca Biagini
  • 1311.0688 #1 · backfill · confidence 0.70 Francesca Biagini
  • 1210.2337 #1 · backfill · confidence 0.70 Francesca Biagini

Frequent Coauthors