Alessandra Cretarola : Citation Profile

5

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 7
   Journals where Alessandra Cretarola has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (8.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pcr190
   Updated: 2026-01-17    RAS profile: 2026-01-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandra Cretarola.

Is cited by:

Platen, Eckhard (8)

Harvey, Campbell (4)

Reule, Raphael (4)

Gozzi, Fausto (4)

federico, salvatore (3)

Vravosinos, Orestis (2)

Panagiotidis, Theodore (2)

Panagiotidis, Theodore (2)

Gnoatto, Alessandro (2)

Stengos, Thanasis (2)

Härdle, Wolfgang (2)

Cites to:

Platen, Eckhard (15)

Scholes, Myron (2)

gourieroux, christian (2)

Hulley, Hardy (2)

Trognon, Alain (2)

Bukovina, Jaroslav (2)

merton, robert (2)

Yermack, David (2)

Milevsky, Moshe (2)

Monfort, Alain (2)

Krištoufek, Ladislav (2)

Main data

Where Alessandra Cretarola has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8

Recent works citing Alessandra Cretarola (2025 and 2024)

YearTitle of citing document
2025Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2025Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions. (2024). Gang, Tae Ung ; Choi, Jinhyuk. In: Papers. RePEc:arx:papers:2407.13547.

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2025Design and hedging of unit linked life insurance with environmental factors. (2025). Mancinelli, Daniele ; Lombardo, Edoardo ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2509.05676.

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2024Pricing guaranteed annuity options in a linear-rational Wishart mortality model. (2024). DA FONSECA, José. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:122-131.

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2025Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model. (2025). Pindza, Edson ; Clement, Jules ; Umeorah, Nneka ; Mwambi, Sutene. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10792-1.

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2024Optimal reinsurance via BSDEs in a partially observable model with jump clusters. (2024). Sgarra, Carlo ; Ceci, Claudia ; Callegaro, Giorgia ; Brachetta, Matteo. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-023-00523-z.

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Works by Alessandra Cretarola:

YearTitleTypeCited
2012Local Risk-Minimization under the Benchmark Approach In: Papers.
[Full Text][Citation analysis]		paper13
2012Local Risk-Minimization under the Benchmark Approach.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013A Benchmark Approach to Risk-Minimization under Partial Information In: Papers.
[Full Text][Citation analysis]		paper4
2014A benchmark approach to risk-minimization under partial information.(2014) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Local risk-minimization under restricted information to asset prices In: Papers.
[Full Text][Citation analysis]		paper3
2014Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization In: Papers.
[Full Text][Citation analysis]		paper9
2015Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization.(2015) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2016The F\ollmer-Schweizer decomposition under incomplete information In: Papers.
[Full Text][Citation analysis]		paper2
2016Unit-linked life insurance policies: optimal hedging in partially observable market models In: Papers.
[Full Text][Citation analysis]		paper5
2017A confidence-based model for asset and derivative prices in the BitCoin market In: Papers.
[Full Text][Citation analysis]		paper7
2017A sentiment-based model for the BitCoin: theory, estimation and option pricing In: Papers.
[Full Text][Citation analysis]		paper6
2014BSDEs under partial information and financial applications In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article4
2008Optimal consumption policies in illiquid markets In: Working Papers.
[Full Text][Citation analysis]		paper14
2011Optimal consumption policies in illiquid markets.(2011) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article

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