Francesca Biagini

2.3k total citations · 1 hit paper
57 papers, 1.3k citations indexed

About

Francesca Biagini is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Francesca Biagini has authored 57 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 27 papers in Economics and Econometrics and 15 papers in Demography. Recurrent topics in Francesca Biagini's work include Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (18 papers) and Insurance, Mortality, Demography, Risk Management (15 papers). Francesca Biagini is often cited by papers focused on Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (18 papers) and Insurance, Mortality, Demography, Risk Management (15 papers). Francesca Biagini collaborates with scholars based in Germany, Italy and Norway. Francesca Biagini's 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 and has published in prestigious 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.

In The Last Decade

Francesca Biagini

53 papers receiving 1.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Stochastic Calculus for Fractional Brownian Motion and Applications

2008 657 citations Francesca Biagini, Yaozhong Hu et al. CERN Document Server (European Organization for Nuclear Research) profile →

Peers

Francesca Biagini

FINAN

EE

MS

MSOR

DEMOG

Boualem Djehiche Sweden

Fausto Gozzi Italy

Huyên Pham France

Saïd Hamadène France

Mingshang Hu China

Elisa Alòs Spain

Yuliya Mishura Ukraine

Huyên Pham France

Frank Proske Norway

Sergei Levendorskiı̌ United States

Boualem Djehiche Sweden

Francesca Biagini

917 ×1.0

FINAN

410 ×0.8

EE

185 ×1.0

MS

290 ×1.7

MSOR

338 ×2.1

DEMOG

Citations per year, relative to Francesca Biagini Francesca Biagini (= 1×) peers Boualem Djehiche

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

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20 of 20 papers shown

1.

Biagini, Francesca, et al.. (2025). Multi-dimensional fractional Brownian motion in the G-setting. Journal of Mathematical Analysis and Applications. 548(1). 129364–129364. 1 indexed citations

2.

Biagini, Francesca, et al.. (2024). Detecting asset price bubbles using deep learning. Mathematical Finance. 35(1). 74–110. 2 indexed citations

3.

Biagini, Francesca, et al.. (2023). Optional projection under equivalent local martingale measures. Finance and Stochastics. 27(2). 435–465. 2 indexed citations

4.

Biagini, Francesca, et al.. (2023). Liquidity Based Modeling of Asset Price Bubbles via Random Matching. SIAM Journal on Financial Mathematics. 14(4). 1304–1342. 1 indexed citations

5.

Biagini, Francesca, et al.. (2023). Non-linear affine processes with jumps. 8(2). 235–266. 2 indexed citations

6.

Biagini, Francesca, et al.. (2021). Reduced-form setting under model uncertainty with non-linear affine intensities. 6(3). 159–159. 3 indexed citations

7.

Biagini, Francesca, et al.. (2021). Estimating extreme cancellation rates in life insurance. Journal of Risk & Insurance. 88(4). 971–1000. 8 indexed citations

8.

Biagini, Francesca, et al.. (2018). Robust mean–variance hedging via G-expectation. Stochastic Processes and their Applications. 129(4). 1287–1325. 4 indexed citations

9.

Biagini, Francesca, et al.. (2017). Financial asset price bubbles under model uncertainty. SHILAP Revista de lepidopterología. 2(1). 1 indexed citations

10.

Biagini, Francesca, et al.. (2013). HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS. Astin Bulletin. 43(2). 123–157. 13 indexed citations

11.

Biagini, Francesca, et al.. (2012). A fractional credit model with long range dependent default rate. Stochastic Processes and their Applications. 123(4). 1319–1347. 17 indexed citations

12.

Biagini, Francesca, et al.. (2008). Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation. Journal of Applied Probability. 45(3). 831–845. 3 indexed citations

13.

Biagini, Francesca, et al.. (2008). Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation. Journal of Applied Probability. 45(3). 831–845. 6 indexed citations

14.

Biagini, Francesca, Yaozhong Hu, Bernt Øksendal, & Tusheng Zhang. (2008). Stochastic Calculus for Fractional Brownian Motion and Applications. CERN Document Server (European Organization for Nuclear Research). 657 indexed citations breakdown →

15.

Biagini, Francesca, et al.. (2008). Pricing of catastrophe insurance options written on a loss index with reestimation. Insurance Mathematics and Economics. 43(2). 214–222. 18 indexed citations

16.

Biagini, Francesca & Alessandra Cretarola. (2007). Quadratic Hedging Methods for Defaultable Claims. Applied Mathematics & Optimization. 56(3). 425–443. 17 indexed citations

17.

Biagini, Francesca & Bernt Øksendal. (2005). A General Stochastic Calculus Approach to Insider Trading. Applied Mathematics & Optimization. 52(2). 167–181. 69 indexed citations

18.

Biagini, Francesca, Paolo Guasoni, & Maurizio Pratelli. (2003). Mean-Variance Hedging for Stochastic Volatility Models. SSRN Electronic Journal. 1 indexed citations

19.

Biagini, Francesca, Yaozhong Hu, Bernt Øksendal, & Agnès Sulem. (2002). A stochastic maximum principle for processes driven by fractional Brownian motion. Stochastic Processes and their Applications. 100(1-2). 233–253. 39 indexed citations

20.

Biagini, Francesca. (2002). Mean-variance hedging for interest rate models¶with stochastic volatility. Decisions in Economics and Finance. 25(1). 1–17. 2 indexed citations

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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