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Alessandra Cretarola

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2020 – today

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2021
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Alessandra Cretarola, Gianna Figà-Talamanca:
Detecting bubbles in Bitcoin price dynamics via market exuberance. Ann. Oper. Res. 299(1): 459-479 (2021)

2010 – 2019

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2018
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Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca:
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). GECON 2018: 243-251
2011
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Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov:
Optimal consumption policies in illiquid markets. Finance Stochastics 15(1): 85-115 (2011)

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