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 0 8 45
A confidence-based model for asset and derivative prices in the BitCoin market 0 0 1 35 0 1 9 101
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 3 16 69
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 0 9 0 0 6 34
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 0 1 4 46
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 0 0 10 111
Local risk-minimization under restricted information to asset prices 0 0 0 10 1 1 10 32
Optimal consumption policies in illiquid markets 0 0 0 29 0 0 9 112
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 0 2 7 32
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 0 2 4 29
Total Working Papers 0 0 1 166 1 10 83 611


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 0 0 8 43
BSDEs under partial information and financial applications 0 0 0 6 0 0 6 30
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 1 1 2 5 2 3 13 45
Optimal consumption policies in illiquid markets 0 0 0 7 1 3 12 58
Total Journal Articles 1 1 2 20 3 6 39 176


Statistics updated 2026-10-11