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researcher

A. Cretarola

19 papers hereh-index 13485 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author5
  • last author10

Across the 18 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • q-fin.MF5
  • q-fin.PM5
  • math.OC2
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedBSDEs under partial information and financial applications

38 citations · 176 across the 19 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

math.PR2015★ 4 cited

The Föllmer-Schweizer decomposition under incomplete information

Claudia Ceci, Katia Colaneri, Alessandra Cretarola

In this paper we study the Föllmer-Schweizer decomposition of a square integrable random variable ξ with respect to a given semimartingale S under restricted information. Thank…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.