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 3 4 5 41
A confidence-based model for asset and derivative prices in the BitCoin market 0 1 1 35 1 4 5 97
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 5 7 7 60
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 9 0 3 6 32
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 3 6 6 107
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 1 2 2 44
Local risk-minimization under restricted information to asset prices 0 0 0 10 2 4 4 26
Optimal consumption policies in illiquid markets 0 0 0 29 1 4 6 108
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 3 4 7 29
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 1 1 1 26
Total Working Papers 0 1 2 166 20 39 49 570


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 2 4 4 39
BSDEs under partial information and financial applications 0 0 0 6 3 4 5 29
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 1 1 4 2 7 7 39
Optimal consumption policies in illiquid markets 0 0 0 7 2 4 5 51
Total Journal Articles 0 1 1 19 9 19 21 158


Statistics updated 2026-02-12