Welcome!
I am currently Associate Professor of Mathematical Methods for Economics, Finance and Actuarial Sciences (S.S.D. SECS-S/06) at the Department of Mathematics and Computer Science, University of Perugia.
My research interests are in the area of valuation and
hedging of
insurance and financial derivatives in incomplete markets,
stochastic models for
cryptocurrencies price dynamics, stochastic control
problems with applications in Finance, Economics and
Insurance, backward stochastic differential equations (BSDEs),
stochastic models for investor sentiment/attention, stochastic
models under partial information.
Contact information
Department of Mathematics and
Computer Science,
University of Perugia
Via Luigi Vanvitelli, 1
06123 Perugia (Italy)
Phone: +39-075-585-5021
Fax: +39-075-585-5024
ORCID: http://orcid.org/0000-0003-1324-9342
Please contact me at:
alessandra.cretarola<at>unipg<dot>it
News
Guest Editors: Alessandra Cretarola, Katia Colaneri
Extended deadline for submissions: December 20,
2022.
Manuscript
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