| Stochastic calculus for fractional Brownian motion and applications F Biagini, Y Hu, B Øksendal, T Zhang Springer Science & Business Media, 2008 | 1234 | 2008 |
| A general stochastic calculus approach to insider trading F Biagini, B Øksendal Applied Mathematics and Optimization 52 (2), 167-181, 2005 | 163 | 2005 |
| An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion F Biagini, B Øksendal, A Sulem, N Wallner Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 146 | 2004 |
| A unified approach to systemic risk measures via acceptance sets F Biagini, JP Fouque, M Frittelli, T Meyer‐Brandis Mathematical Finance 29 (1), 329-367, 2019 | 136 | 2019 |
| Mean‐variance hedging for stochastic volatility models F Biagini, P Guasoni, M Pratelli Mathematical Finance 10 (2), 109-123, 2000 | 99 | 2000 |
| A stochastic maximum principle for processes driven by fractional Brownian motion F Biagini, Y Hu, B Øksendal, A Sulem Stochastic processes and their applications 100 (1-2), 233-253, 2002 | 84 | 2002 |
| Pricing of catastrophe insurance options written on a loss index with reestimation F Biagini, Y Bregman, T Meyer-Brandis Insurance: Mathematics and Economics 43 (2), 214-222, 2008 | 51 | 2008 |
| Shifting martingale measures and the birth of a bubble as a submartingale F Biagini, H Föllmer, S Nedelcu Finance and Stochastics 18 (2), 297-326, 2014 | 49 | 2014 |
| Minimal variance hedging for insider trading F Biagini, B Øksendal International Journal of Theoretical and Applied Finance 9 (08), 1351-1375, 2006 | 47 | 2006 |
| Local risk minimization for defaultable markets F Biagini, A Cretarola Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 46 | 2009 |
| Quadratic hedging methods for defaultable claims F Biagini, A Cretarola Applied Mathematics and Optimization 56 (3), 425-443, 2007 | 45 | 2007 |
| Local risk-minimization for defaultable claims with recovery process F Biagini, A Cretarola Applied Mathematics & Optimization 65 (3), 293-314, 2012 | 36 | 2012 |
| Minimal variance hedging for fractional Brownian motion F Biagini, B Øksendal Methods and applications of analysis 10 (3), 347-362, 2003 | 30 | 2003 |
| Asymptotics for operational risk quantified with expected shortfall F Biagini, S Ulmer ASTIN Bulletin: The Journal of the IAA 39 (2), 735-752, 2009 | 28 | 2009 |
| Stochastic calculus for fBm and applications, Probability and its application F Biagini, Y Hu, B Øksendal, T Zhang Springer, Berlin, 2008 | 28 | 2008 |
| Local risk minimization and numéraire F Biagini, M Pratelli Journal of Applied Probability 36 (4), 1126-1139, 1999 | 28 | 1999 |
| On fairness of systemic risk measures F Biagini, JP Fouque, M Frittelli, T Meyer-Brandis arXiv preprint arXiv:1803.09898, 2018 | 27 | 2018 |
| Hedging mortality claims with longevity bonds F Biagini, T Rheinländer, J Widenmann ASTIN Bulletin: The Journal of the IAA 43 (2), 123-157, 2013 | 26 | 2013 |
| A fractional credit model with long range dependent default rate F Biagini, H Fink, C Klüppelberg Stochastic Processes and their Applications 123 (4), 1319-1347, 2013 | 26 | 2013 |
| Polynomial diffusion models for life insurance liabilities F Biagini, Y Zhang Insurance: Mathematics and Economics 71, 114-129, 2016 | 25 | 2016 |
Bernt OksendalProfessor at the University of Oslo,adjunct professor at the Norwegian School of Economics在 math.uio.no 的电子邮件经过验证
