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Alessandra Cretarola

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Personal Details

First Name: Alessandra
Middle Name:
Last Name: Cretarola
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RePEc Short-ID: pcr190

Email: [This author has chosen not to make the email address public]
Homepage: http://www.dmi.unipg.it/alessandra.cretarola/Index.html
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Affiliation

Dipartimento di Matematica e Informatica, Università degli Studi di Perugia (Department of Mathematics and Computer Science, University of Perugia)
Homepage: http://www.dmi.unipg.it
Location: Italy, Perugia

Works

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Working papers

  1. Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "Local risk-minimization under restricted information to asset prices," Papers 1312.4385, arXiv.org.
  2. Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "A Benchmark Approach to Risk-Minimization under Partial Information," Papers 1307.6036, arXiv.org.
  3. Francesca Biagini & Alessandra Cretarola & Eckhard Platen, 2012. "Local Risk-Minimization under the Benchmark Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 319, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2008. "Optimal consumption policies in illiquid markets," Working Papers, HAL hal-00292673, HAL.

Articles

  1. Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014. "A benchmark approach to risk-minimization under partial information," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 129-146.
  2. Ceci, Claudia & Cretarola, Alessandra & Russo, Francesco, 2014. "BSDEs under partial information and financial applications," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 124(8), pages 2628-2653.
  3. Alessandra Cretarola & Fausto Gozzi & Huyên Pham & Peter Tankov, 2011. "Optimal consumption policies in illiquid markets," Finance and Stochastics, Springer, Springer, vol. 15(1), pages 85-115, January.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (3) 2012-10-20 2013-07-28 2013-12-20. Author is listed

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