Alessandra Cretarola

According to our database, Alessandra Cretarola authored at least 3 papers between 2011 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Detecting bubbles in Bitcoin price dynamics via market exuberance.

Alessandra Cretarola, Gianna Figà-Talamanca

Ann. Oper. Res., 2021

2018

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper).

Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca

Proceedings of the Economics of Grids, Clouds, Systems, and Services, 2018

2011

Optimal consumption policies in illiquid markets.

Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov

Finance Stochastics, 2011