| Detecting bubbles in Bitcoin price dynamics via market exuberance A Cretarola, G Figà-Talamanca Annals of Operations Research 299 (1), 459-479, 2021 | 60 | 2021 |
| Local risk minimization for defaultable markets F Biagini, A Cretarola Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 46 | 2009 |
| BSDEs under partial information and financial applications C Ceci, A Cretarola, F Russo Stochastic Processes and their Applications 124 (8), 2628-2653, 2014 | 45 | 2014 |
| Quadratic hedging methods for defaultable claims F Biagini, A Cretarola Applied Mathematics and Optimization 56, 425-443, 2007 | 45 | 2007 |
| Local risk-minimization for defaultable claims with recovery process F Biagini, A Cretarola Applied Mathematics & Optimization 65, 293-314, 2012 | 36 | 2012 |
| Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics A Cretarola, G Figà-Talamanca Economics letters 191, 108831, 2020 | 35 | 2020 |
| Market attention and Bitcoin price modeling: Theory, estimation and option pricing A Cretarola, G Figà-Talamanca, M Patacca Decisions in Economics and Finance 43 (1), 187-228, 2020 | 34 | 2020 |
| GKW representation theorem under restricted information: An application to risk-minimization C Ceci, A Cretarola, F Russo Stochastics and Dynamics 14 (02), 1350019, 2014 | 27 | 2014 |
| Optimal consumption policies in illiquid markets A Cretarola, F Gozzi, H Pham, P Tankov Finance and Stochastics 15, 85-115, 2011 | 25 | 2011 |
| Model-based arbitrage in multi-exchange models for bitcoin price dynamics S Bistarelli, A Cretarola, G Figà-Talamanca, M Patacca Digital Finance 1, 23-46, 2019 | 20 | 2019 |
| Unit-linked life insurance policies: Optimal hedging in partially observable market models C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 76, 149-163, 2017 | 20 | 2017 |
| A benchmark approach to risk-minimization under partial information C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 55, 129-146, 2014 | 20 | 2014 |
| Local risk-minimization under the benchmark approach F Biagini, A Cretarola, E Platen Mathematics and Financial Economics 8, 109-134, 2014 | 20 | 2014 |
| Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 60, 47-60, 2015 | 19 | 2015 |
| Optimal reinsurance and investment under common shock dependence between financial and actuarial markets C Ceci, K Colaneri, A Cretarola Insurance: Mathematics and Economics 105, 252-278, 2022 | 16 | 2022 |
| Local risk-minimization under restricted information on asset prices C Ceci, A Cretarola, K Colaneri | 16 | 2015 |
| Is arbitrage possible in the bitcoin market?(work-in-progress paper) S Bistarelli, A Cretarola, G Figà-Talamanca, I Mercanti, M Patacca Economics of Grids, Clouds, Systems, and Services: 15th International …, 2019 | 15 | 2019 |
| A sentiment-based model for the BitCoin: theory, estimation and option pricing A Cretarola, G Figà-Talamanca, M Patacca arXiv preprint arXiv:1709.08621, 2017 | 14 | 2017 |
| Blockchain and cryptocurrencies: economic and financial research A Cretarola, G Figà-Talamanca, C Grunspan Decisions in economics and finance, 1-7, 2021 | 10 | 2021 |
| Indifference pricing of pure endowments via BSDEs under partial information C Ceci, K Colaneri, A Cretarola Scandinavian Actuarial Journal 2020 (10), 904-933, 2020 | 10 | 2020 |
