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 1 2 38
A confidence-based model for asset and derivative prices in the BitCoin market 0 1 1 35 1 4 4 96
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 2 3 55
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 9 2 4 6 32
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 2 3 3 104
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 1 1 1 43
Local risk-minimization under restricted information to asset prices 0 0 0 10 0 2 2 24
Optimal consumption policies in illiquid markets 0 0 0 29 1 4 5 107
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 1 1 4 26
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 0 0 0 25
Total Working Papers 0 1 2 166 8 22 30 550


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 2 2 37
BSDEs under partial information and financial applications 0 0 0 6 0 2 2 26
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 1 1 4 2 5 5 37
Optimal consumption policies in illiquid markets 0 0 0 7 0 3 3 49
Total Journal Articles 0 1 1 19 3 12 12 149


Statistics updated 2026-01-09