Alessandra Cretarola

Publication Activity (10 Years)

Years Active: 2011-2021
Publications (10 Years): 2

Top Topics

Dynamical Systems

Decision Making

Historical Data

Top Venues

Ann. Oper. Res.

Publications

Alessandra Cretarola, Gianna Figà-Talamanca
Detecting bubbles in Bitcoin price dynamics via market exuberance. Ann. Oper. Res. 299 (1) (2021)
Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). GECON (2018)
Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov
Optimal consumption policies in illiquid markets. Finance Stochastics 15 (1) (2011)