Francesca Biagini

2.3k citations
57 papers · 1.3k indexed · 1 hit paper · h-index 14
Topics
Stochastic processes and financial applications (44 papers)Financial Risk and Volatility Modeling (18 papers)Insurance, Mortality, Demography, Risk Management (15 papers)
Partner nations
GermanyItalyNorway

In The Last Decade

Francesca Biagini

53 papers receiving 1.2k citations

Hit Papers

Stochastic Calculus for Fractional Brownian Motion and Ap...20082026201420202008200400600

Peers

Francesca Biagini
Comparison fields: 5 of 77
  • Finance 939
  • Economics and Econometrics 489
  • Modeling and Simulation 192
  • Management Science and Operations Research 173
  • Demography 161
Replace Boualem Djehiche with:
Boualem Djehiche Sweden
Fausto Gozzi Italy
Huyên Pham France
Saïd Hamadène France
Yuliya Mishura Ukraine
Mingshang Hu China
Elisa Alòs Spain
Shanjian Tang China
J. P. Lepeltier France
Sergei Levendorskiı̌ United States
Francesca Biagini relative to Boualem Djehiche Sweden Boualem Djehiche's profile →
Citations per field
00.5×1.5×
Boualem Djehiche · 1×
Citations per year

Countries citing papers authored by Francesca Biagini

Since Specialization
Citations

This map shows the geographic impact of Francesca Biagini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Francesca Biagini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Francesca Biagini more than expected).

Fields of papers citing papers by Francesca Biagini

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Francesca Biagini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Francesca Biagini. The network helps show where Francesca Biagini may publish in the future.

Co-authorship network of co-authors of Francesca Biagini

This figure shows the co-authorship network connecting the top 25 collaborators of Francesca Biagini. A scholar is included among the top collaborators of Francesca Biagini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Francesca Biagini. Francesca Biagini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 1
2 2
3 2
4 1
5 2
6 3
7 8
8 4
9 1
10 13
11 17
12 3
13 6
14
Stochastic Calculus for Fractional Brownian Motion and Applicationsbreakdown →
657
15 18
16 17
17 69
18
Mean-Variance Hedging for Stochastic Volatility Models
1
19 39
20 2

About Francesca Biagini

Francesca Biagini is a scholar working on Finance, Demography and Economics and Econometrics, having authored 57 papers that have together received 1.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (18 papers) and Insurance, Mortality, Demography, Risk Management (15 papers). The work is most often cited by research in Finance (939 citations), Modeling and Simulation (192 citations) and Economics and Econometrics (489 citations). Francesca Biagini has collaborated with scholars based in Germany, Italy and Norway. Frequent co-authors include Bernt Øksendal, Yaozhong Hu, Tusheng Zhang, Maurizio Pratelli, Paolo Guasoni, Agnès Sulem, Thilo Meyer‐Brandis, Alessandra Cretarola, Jean‐Pierre Fouque and Marco Frittelli. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of Mathematical Analysis and Applications and Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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