Optimal consumption policies in illiquid markets. - Alessandra Cretarola; Fausto Gozzi; Huyên Pham; Peter Tankov (Finance Stochastics, 2011)

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). - Stefano Bistarelli; Alessandra Cretarola; Gianna Figà-Talamanca; Ivan Mercanti; Marco Patacca (GECON, 2018)

Detecting bubbles in Bitcoin price dynamics via market exuberance. - Alessandra Cretarola; Gianna Figà-Talamanca (Ann. Oper. Res., 2021)