Access Statistics for Alessandra Cretarola

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Benchmark Approach to Risk-Minimization under Partial Information 0 0 0 14 0 6 8 44
A confidence-based model for asset and derivative prices in the BitCoin market 0 0 1 35 1 2 6 98
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 2 9 11 64
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 9 0 1 7 33
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 0 3 6 107
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 0 1 2 44
Local risk-minimization under restricted information to asset prices 0 0 0 10 3 6 8 30
Optimal consumption policies in illiquid markets 0 0 0 29 0 1 5 108
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 0 3 6 29
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 0 1 1 26
Total Working Papers 0 0 2 166 6 33 60 583


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A benchmark approach to risk-minimization under partial information 0 0 0 2 1 4 6 41
BSDEs under partial information and financial applications 0 0 0 6 0 3 5 29
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 4 0 2 7 39
Optimal consumption policies in illiquid markets 0 0 0 7 0 2 5 51
Total Journal Articles 0 0 1 19 1 11 23 160


Statistics updated 2026-04-09