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Alessandra Cretarola

Alessandra Cretarola

Università degli Studi di Perugia - Perugia / Italy
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AD Scientific Index ID: 1874057
University of Perugia
person_outline Alessandra Cretarola's MOST POPULAR ARTICLES
1-) Detecting bubbles in Bitcoin price dynamics via market exuberance Annals of Operations Research 299 (1), 459-479, 2021
2-) Local risk minimization for defaultable markets Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
3-) BSDEs under partial information and financial applications Stochastic Processes and their Applications 124 (8), 2628-2653, 2014
4-) Quadratic hedging methods for defaultable claims Applied Mathematics and Optimization 56 (3), 425-443, 2007
5-) Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics Economics Letters 191, 108831, 2020