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1

FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION

BIAGINI, FRANCESCA, ØKSENDAL, BERNT

Journal:

Infinite Dimensional Analysis Quantum Probability and Related Topics

Year:

2008

Language:

english

File:

PDF, 274 KB

english, 2008

2

ON THE TIMING OPTION IN A FUTURES CONTRACT

Francesca Biagini, Tomas Björk

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 128 KB

english, 2007

3

LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS

Francesca Biagini, Alessandra Cretarola

Journal:

Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 196 KB

english, 2009

4

Local Risk-Minimization for Defaultable Claims with Recovery Process

Francesca Biagini, Alessandra Cretarola

Journal:

Applied Mathematics & Optimization

Year:

2012

Language:

english

File:

PDF, 713 KB

english, 2012

5

Liquidity Induced Asset Bubbles via Flows of ELMMs

Biagini, Francesca, Mazzon, Andrea, Meyer-Brandis, Thilo

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 1.73 MB

english, 2018

6

HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS

Biagini, Francesca, Rheinländer, Thorsten, Widenmann, Jan

Journal:

Year:

2013

Language:

english

File:

PDF, 1.32 MB

english, 2013

7

Twenty years of lesson learning: how does the RET genetic screening test impact the clinical management of medullary thyroid cancer?

Romei, Cristina, Tacito, Alessia, Molinaro, Eleonora, Agate, Laura, Bottici, Valeria, Viola, David, Matrone, Antonio, Biagini, Agnese, Casella, Francesca, Ciampi, Raffaele, Materazzi, Gabriele, Miccol

Journal:

Clinical Endocrinology

Year:

2015

Language:

english

File:

PDF, 306 KB

english, 2015

8

Mean-Variance Hedging for Stochastic Volatility Models

Francesca Biagini, Paolo Guasoni, Maurizio Pratelli

Journal:

Mathematical Finance

Year:

2000

Language:

english

File:

PDF, 255 KB

english, 2000

9

Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index H >1/2

Biagini, Francesca, Campanino, Massimo, Fuschini, Serena

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 211 KB

english, 2008

10

A unified approach to systemic risk measures via acceptance sets

Biagini, Francesca, Fouque, Jean-Pierre, Frittelli, Marco, Meyer-Brandis, Thilo

Journal:

Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 456 KB

english, 2018

11

Risk-Minimization for Life Insurance Liabilities

Biagini, Francesca, Schreiber, Irene

Journal:

SIAM Journal on Financial Mathematics

Year:

2013

Language:

english

File:

PDF, 307 KB

english, 2013

12

BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE

BIAGINI, FRANCESCA, HÄRTEL, MAXIMILIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 287 KB

english, 2014

13

Determination of carbonyl compounds in exhaled breath by on-sorbent derivatization coupled with thermal desorption and gas chromatography-tandem mass spectrometry

Lomonaco, Tommaso, Romani, Andrea, Ghimenti, Silvia, Biagini, Denise, Bellagambi, Francesca Giuseppa, Onor, Massimo, Salvo, Pietro, Fuoco, Roger, Di Francesco, Fabio

Journal:

Journal of Breath Research

Year:

2018

Language:

english

File:

PDF, 757 KB

english, 2018

14

A General Stochastic Calculus Approach to Insider Trading

Francesca Biagini, Bernt Øksendal

Journal:

Applied Mathematics & Optimization

Year:

2005

Language:

english

File:

PDF, 218 KB

english, 2005

15

Determination of volatile organic compounds in exhaled breath of heart failure patients by needle trap micro-extraction coupled with gas chromatography-tandem mass spectrometry

Biagini, Denise, Lomonaco, Tommaso, Ghimenti, Silvia, Bellagambi, Francesca Giuseppa, Onor, Massimo, Scali, Maria Chiara, Barletta, Valentina, Marzilli, Mario, Salvo, Pietro, Trivella, Maria Giovanna,

Journal:

Journal of Breath Research

Year:

2017

Language:

english

File:

PDF, 1.11 MB

english, 2017

16

A stochastic maximum principle for processes driven by fractional Brownian motion

Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Agnès Sulem

Journal:

Stochastic Processes and their Applications

Year:

2002

Language:

english

File:

PDF, 194 KB

english, 2002

17

Quadratic Hedging Methods for Defaultable Claims

Francesca Biagini, Alessandra Cretarola

Journal:

Applied Mathematics & Optimization

Year:

2007

Language:

english

File:

PDF, 413 KB

english, 2007

18

Release of harmful volatile organic compounds (VOCs) from photo-degraded plastic debris: A neglected source of environmental pollution

Lomonaco, Tommaso, Manco, Enrico, Corti, Andrea, La Nasa, Jacopo, Ghimenti, Silvia, Biagini, Denise, Di Francesco, Fabio, Modugno, Francesca, Ceccarini, Alessio, Fuoco, Roger, Castelvetro, Valter

Journal:

Journal of Hazardous Materials

Year:

2020

File:

PDF, 1.17 MB

2020

19

PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS

BIAGINI, FRANCESCA, WIDENMANN, JAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2012

Language:

english

File:

PDF, 625 KB

english, 2012

20

Micro-extraction by packed sorbent combined with UHPLC-ESI-MS/MS for the determination of prostanoids and isoprostanoids in dried blood spots

Biagini, Denise, Antoni, Shaula, Lomonaco, Tommaso, Ghimenti, Silvia, Salvo, Pietro, Bellagambi, Francesca Giuseppa, Scaramuzzo, Rosa Teresa, Ciantelli, Massimiliano, Cuttano, Armando, Fuoco, Roger, D

Journal:

Year:

2020

File:

PDF, 1.64 MB

2020

21

The Formation of Financial Bubbles in Defaultable Markets

Biagini, Francesca, Nedelcu, Sorin

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 289 KB

english, 2015

22

MINIMAL VARIANCE HEDGING FOR INSIDER TRADING

BIAGINI, FRANCESCA, ØKSENDAL, BERNT

Journal:

International Journal of Theoretical and Applied Finance

Year:

2006

Language:

english

File:

PDF, 293 KB

english, 2006

23

Pricing of catastrophe insurance options written on a loss index with reestimation

Francesca Biagini, Yuliya Bregman, Thilo Meyer-Brandis

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 772 KB

english, 2008

24

Biosensors for Detecting Lymphocytes and Immunoglobulins

Salvo, Pietro, Vivaldi, Federico M., Bonini, Andrea, Biagini, Denise, Bellagambi, Francesca G., Miliani, Filippo M., Di Francesco, Fabio, Lomonaco, Tommaso

Journal:

Biosensors (Elsevier)

Year:

2020

File:

PDF, 10.50 MB

2020

25

Pricing of catastrophe insurance options under immediate loss reestimation

Biagini, Francesca, Bregman, Yuliya, Meyer-Brandis, Thilo

Journal:

Journal of Applied Probability

Year:

2008

Language:

english

File:

PDF, 149 KB

english, 2008

26

GREASE II. A phase II randomized, 12-month, parallel-group, superiority study to evaluate the efficacy of a Modified Atkins Diet in Autosomal Dominant Polycystic Kidney Disease patients

Testa, Francesca, MarchiÃ², Maddalena, DâAmico, Roberto, Giovanella, Silvia, Ligabue, Giulia, Fontana, Francesco, Alfano, Gaetano, Cappelli, Gianni, Biagini, Giuseppe, Magistroni, Riccardo

Journal:

PharmaNutrition

Year:

2020

File:

PDF, 290 KB

2020

27

Optimal control with delayed information flow of systems driven by G-Brownian motion

Biagini, Francesca, Meyer-Brandis, Thilo, Øksendal, Bernt, Paczka, Krzysztof

Journal:

Probability, Uncertainty and Quantitative Risk

Year:

2018

Language:

english

File:

PDF, 599 KB

english, 2018

28

372 kb microdeletion in 18q12.3 causing SETBP1 haploinsufficiency associated with mild mental retardation and expressive speech impairment

Giuseppina Marseglia, Maria Rosaria Scordo, Chiara Pescucci, Genni Nannetti, Elisabetta Biagini, Valeria Scandurra, Francesca Gerundino, Alberto Magi, Matteo Benelli, Francesca Torricelli

Journal:

European Journal of Medical Genetics

Year:

2012

Language:

english

File:

PDF, 383 KB

english, 2012

29

-expectation

Biagini, Francesca, Mancin, Jacopo, Brandis, Thilo Meyer

Journal:

Stochastic Processes and their Applications

Year:

2018

Language:

english

File:

PDF, 503 KB

english, 2018

30

Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains

Biagini, Francesca, Groll, Andreas, Widenmann, Jan

Journal:

Year:

2016

Language:

english

File:

PDF, 510 KB

english, 2016

31

A fractional credit model with long range dependent default rate

Biagini, Francesca, Fink, Holger, Klüppelberg, Claudia

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 314 KB

english, 2013

32

[UNITEXT] Elementi di Probabilità e Statistica || Statistica

Biagini, Francesca, Campanino, Massimo

Year:

2006

Language:

italian

File:

PDF, 307 KB

italian, 2006

33

Salivary lactate and 8-isoprostaglandin F2Î± as potential non-invasive biomarkers for monitoring heart failure: a pilot study

Ghimenti, Silvia, Lomonaco, Tommaso, Bellagambi, Francesca G., Biagini, Denise, Salvo, Pietro, Trivella, Maria G., Scali, Maria C., Barletta, Valentina, Marzilli, Mario, Di Francesco, Fabio, Errachid,

Journal:

Scientific Reports

Year:

2020

File:

PDF, 2.38 MB

2020

34

Early-Onset Diabetes as Risk Factor for Pancreatic Cancer: miRNA Expression Profiling in Plasma Uncovers a Role for miR-20b-5p, miR-29a, and miR-18a-5p in Diabetes of Recent Diagnosis

Tavano, Francesca, Fontana, Andrea, Mazza, Tommaso, Gioffreda, Domenica, Biagini, Tommaso, Palumbo, Orazio, Carella, Massimo, Andriulli, Angelo

Journal:

Frontiers in Oncology

Year:

2020

File:

PDF, 1.75 MB

2020

35

The in vivo tyrosine phosphorylation level of yeast immunophilin Fpr3 is influenced by the LMW-PTP Ltp1

Francesca Magherini, Tania Gamberi, Paolo Paoli, Matilde Marchetta, Massimiliano Biagini, Giovanni Raugei, Guido Camici, Giampietro Ramponi, Alessandra Modesti

Journal:

Biochemical and Biophysical Research Communications

Year:

2004

Language:

english

File:

PDF, 391 KB

english, 2004

36

Intensity-based premium evaluation for unemployment insurance products

Biagini, Francesca, Groll, Andreas, Widenmann, Jan

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 1.67 MB

english, 2013

37

[EAA Series] Risk Measures and Attitudes || Reliable Quantification and Efficient Estimation of Credit Risk

Biagini, Francesca, Richter, Andreas, Schlesinger, Harris

Year:

2013

Language:

english

File:

PDF, 316 KB

english, 2013

38

Risk Factors for Diagnostic Delay in Acute Aortic Dissection

Claudio Rapezzi, Simone Longhi, Maddalena Graziosi, Elena Biagini, Francesca Terzi, Robin M.T. Cooke, Cristina Quarta, Diego Sangiorgi, Paolo Ciliberti, Giuseppe Di Pasquale, Angelo Branzi

Journal:

The American Journal of Cardiology

Year:

2008

Language:

english

File:

PDF, 705 KB

english, 2008

39

[EAA Series] Risk Measures and Attitudes || Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences

Biagini, Francesca, Richter, Andreas, Schlesinger, Harris

Year:

2013

Language:

english

File:

PDF, 261 KB

english, 2013

40

Local risk-minimization under the benchmark approach

Biagini, Francesca, Cretarola, Alessandra, Platen, Eckhard

Journal:

Mathematics and Financial Economics

Year:

2014

Language:

english

File:

PDF, 314 KB

english, 2014

41

Inhibition of B-Cell Proliferation and Antibody Production by Mesenchymal Stromal Cells Is Mediated by T Cells

Rosado, Maria Manuela, Bernardo, Maria Ester, Scarsella, Marco, Conforti, Antonella, Giorda, Ezio, Biagini, Simone, Cascioli, Simona, Rossi, Francesca, Guzzo, Isabella, Vivarelli, Marina, Dello Strolo

Journal:

Stem Cells and Development

Year:

2015

Language:

english

File:

PDF, 1.15 MB

english, 2015

42

Gender-related risk of myocardial involvement in systemic amyloidosis

Rapezzi, Claudio, Riva, Letizia, Quarta, Cristina C., Perugini, Enrica, Salvi, Fabrizio, Longhi, Simone, Ciliberti, Paolo, Pastorelli, Francesca, Biagini, Elena, Leone, Ornella, Cooke, Robin M. T., Ba

Journal:

Year:

2008

Language:

english

File:

PDF, 336 KB

english, 2008

43

Patients With Differentiated Thyroid Cancer Who Underwent Radioiodine Thyroid Remnant Ablation With Low-Activity 131 I After Either Recombinant Human TSH or Thyroid Hormone Therapy Withdrawal Showed the Same Outcome After a 10-Year Follow-up

Molinaro, Eleonora, Giani, Carlotta, Agate, Laura, Biagini, Agnese, Pieruzzi, Letizia, Bianchi, Francesca, Brozzi, Federica, Ceccarelli, Claudia, Viola, David, Piaggi, Paolo, Vitti, Paolo, Pacini, Fur

Journal:

Journal of Clinical Endocrinology & Metabolism

Year:

2013

Language:

english

File:

PDF, 550 KB

english, 2013

44

Molecular Stability of DNA Typing Short Tandem Repeats in the Mammary Tree of Patients with Breast Cancer

Orlandi, Francesca, Barucca, Alessandra, Biagini, Guido, Pasqui, Gastone, Mottolese, Marcella, Botti, Claudio, Bracalenti, Carla, Cardarelli, Marco Andrea, Concetti, Antonio, Venanzi, Franco Maria

Journal:

Diagnostic Molecular Pathology

Year:

2002

Language:

english

File:

PDF, 3.27 MB

english, 2002

45

Paediatric obstructive sleep apnoea syndrome (OSAS) is associated with tonsil colonisation by Streptococcus pyogenes

Viciani, Elisa, Montagnani, Francesca, Tavarini, Simona, Tordini, Giacinta, Maccari, Silvia, Morandi, Matteo, Faenzi, Elisa, Biagini, Cesare, Romano, Antonio, Salerni, Lorenzo, Finco, Oretta, Lazzi, S

Journal:

Scientific Reports

Year:

2016

Language:

english

File:

PDF, 1.89 MB

english, 2016

46

[UNITEXT] Elementi di Probabilità e Statistica ||

Biagini, Francesca, Campanino, Massimo

Year:

2006

Language:

italian

File:

PDF, 1.69 MB

italian, 2006

47

The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates

Biagini, Francesca, Gnoatto, Alessandro, HHrtel, Maximilian

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 340 KB

english, 2015

48

RISK-MINIMIZATION FOR LIFE INSURANCE LIABILITIES WITH DEPENDENT MORTALITY RISK

Biagini, Francesca, Botero, Camila, Schreiber, Irene

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 749 KB

english, 2015

49

Insider trading equilibrium in a market with memory

Francesca Biagini, Yaozhong Hu, Thilo Meyer-Brandis, Bernt Øksendal

Journal:

Mathematics and Financial Economics

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

50

[EAA Series] Risk Measures and Attitudes || Multivariate Concave and Convex Stochastic Dominance

Biagini, Francesca, Richter, Andreas, Schlesinger, Harris

Year:

2013

Language:

english

File:

PDF, 337 KB

english, 2013

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