The following pages link to Alessandra Cretarola (Q402718):
Displaying 19 items.
- BSDEs under partial information and financial applications (Q402719) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Local risk-minimization under restricted information on asset prices (Q894154) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- A Continuous Time Model for Bitcoin Price Dynamics (Q4689051) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- GKW representation theorem under restricted information: An application to risk-minimization (Q5417124) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
