CRETAROLA, Alessandra

CRETAROLA, Alessandra  

DIPARTIMENTO DI MATEMATICA E INFORMATICA  

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Titolo Data di pubblicazione Autore(i) File
A benchmark approach to risk-minimization under partial information 2014 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market 2017 Cretarola, Alessandra; Figa-Talamanca, Gianna
A continuous time model for Bitcoin price dynamics 2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
A sentiment-based model for the BitCoin: theory, estimation and option pricing 2017 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
Blockchain and cryptocurrencies: economic and financial research 2021 Cretarola, Alessandra; Figa-Talamanca, Gianna; Grunspan, Cyril
BSDEs under partial information and financial applications 2014 Ceci, Claudia; Cretarola, Alessandra; Russo, Francesco
Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 2020 Cretarola, Alessandra; Figà-Talamanca, Gianna
Detecting bubbles in Bitcoin price dynamics via market exuberance 2021 Cretarola, Alessandra; Figà-Talamanca, Gianna
GKW representation theorem under restricted information: an application to risk-minimization 2014 Ceci, Claudia; Cretarola, Alessandra; Russo, Francesco
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization 2015 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Indifference pricing of pure endowments via BSDEs under partial information 2020 Ceci, C.; Colaneri, K.; Cretarola, A.
Is arbitrage possible in the bitcoin market? (Work-In-Progress Paper) 2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco
Local Risk-Minimization for Defaultable Claims with Recovery Process 2012 F., Biagini; Cretarola, Alessandra
Local Risk-Minimization for Defaultable Markets 2009 F., Biagini; Cretarola, Alessandra
Local Risk-Minimization under Restricted Information on Asset Prices 2015 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Local risk-minimization under the benchmark approach 2014 Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard
Market attention and Bitcoin price modeling: theory, estimation and option pricing 2020 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Modeling Bitcoin Price and Bubbles 2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna
Optimal Consumption Policies in Illiquid Markets 2011 Cretarola, Alessandra; F., Gozzi; H., Pham; P., Tankov