Risk-Minimization for Life Insurance Liabilities. - Francesca Biagini; Irene Schreiber (SIAM J. Financial Math., 2013)

Shifting martingale measures and the birth of a bubble as a submartingale. - Francesca Biagini; Hans Föllmer; Sorin Nedelcu (Finance Stochastics, 2014)

The Formation of Financial Bubbles in Defaultable Markets. - Francesca Biagini; Sorin Nedelcu (SIAM J. Financial Math., 2015)

Liquidity Induced Asset Bubbles via Flows of ELMMs. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2018)

Financial Asset Bubbles in Banking Networks. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis (SIAM J. Financial Math., 2019)

A Unified Approach to xVA with CSA Discounting and Initial Margin. - Francesca Biagini; Alessandro Gnoatto; Immacolata Oliva (SIAM J. Financial Math., 2021)

Liquidity Based Modeling of Asset Price Bubbles via Random Matching. - Francesca Biagini; Andrea Mazzon; Thilo Meyer-Brandis; Katharina Oberpriller (SIAM J. Financial Math., 2023)

Universal randomised signatures for generative time series modelling. - Francesca Biagini; Lukas Gonon; Niklas Walter (CoRR, 2024)

Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. - Francesca Biagini; Lukas Gonon; Niklas Walter (SIAM J. Financial Math., 2024)