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 8 45
A confidence-based model for asset and derivative prices in the BitCoin market 0 0 1 35 1 3 8 100
A sentiment-based model for the BitCoin: theory, estimation and option pricing 0 0 0 16 0 3 12 65
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 9 0 1 8 34
Local Risk-Minimization under the Benchmark Approach 0 0 0 22 0 3 9 110
Local Risk-Minimization under the Benchmark Approach 0 0 0 11 1 1 3 45
Local risk-minimization under restricted information to asset prices 0 0 0 10 1 4 9 31
Optimal consumption policies in illiquid markets 0 0 0 29 1 4 9 112
The F\"ollmer-Schweizer decomposition under incomplete information 0 0 0 3 0 1 7 30
Unit-linked life insurance policies: optimal hedging in partially observable market models 0 0 0 17 0 1 2 27
Total Working Papers 0 0 2 166 4 22 75 599


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 3 8 43
BSDEs under partial information and financial applications 0 0 0 6 0 1 6 30
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 0 0 1 4 0 3 10 42
Optimal consumption policies in illiquid markets 0 0 0 7 0 3 8 54
Total Journal Articles 0 0 1 19 0 10 32 169


Statistics updated 2026-06-04