Alessandra CRETAROLA

Professore Associato

Università degli Studi di Napoli Federico II

Italy

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Articles (5)

Year:

2023

Year:

2022

Year:

2021

Year:

2020

Year:

2020

Collaborators (3)

Marco Patacca

Assistant Professor (RtdB)

University of Perugia

ITALY

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KATIA COLANERI

Associate Professor

University of Rome Tor Vergata

ITALY

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Claudia Ceci

Full Professor of Probability

University of Chieti-Pescara

ITALY

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Alessandra CRETAROLA

Research Interests

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Contact this professor

Articles (5)

Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps

Optimal reinsurance and investment under common shock dependence between financial and actuarial markets

Optimal Investment and Proportional Reinsurance in a Regime-Switching Market Model under Forward Preferences

Indifference pricing of pure endowments via BSDEs under partial information

Market attention and Bitcoin price modeling: theory, estimation and option pricing

Collaborators (3)

Marco Patacca

KATIA COLANERI

Claudia Ceci

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