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~person:"Biagini, Francesca"
~subject:"Local martingale"
~subject:"Martingale"
~type_genre:"Aufsatz in Zeitschrift"
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Biagini, Francesca
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10
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9
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8
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8
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Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
Saved in:
3
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
4
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
5
Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca
;
Widenmann, Jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
Saved in:
6
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
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