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 2 37
A confidence-based model for asset and derivative prices in the BitCoin market 0 0 0 34 1 1 1 93
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 0 1 53
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 9 1 2 3 29
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 0 0 0 42
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 0 0 0 101
Local risk-minimization under restricted information to asset prices 0 0 0 10 0 0 0 22
Optimal consumption policies in illiquid markets 0 0 0 29 1 1 2 104
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 0 1 3 25
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 0 0 1 25
Total Working Papers 0 0 1 165 3 5 13 531


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 0 35
BSDEs under partial information and financial applications 0 0 0 6 1 1 2 25
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 0 3 0 0 0 32
Optimal consumption policies in illiquid markets 0 0 0 7 1 1 1 47
Total Journal Articles 0 0 0 18 2 2 3 139


Statistics updated 2025-11-08