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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.

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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


mail to me Please contact me at: alessandra.cretarola<at>unipg<dot>it


Call for Papers - Special Issue: "Information in Economics, Finance and Insurance: Modelling and Applications" in Mathematics (ISSN 2227-7390)

Guest Editors
: Alessandra Cretarola, Katia Colaneri
Extended deadline for submissions: December 20, 2022.

Manuscript Submission Information