CRETAROLA ALESSANDRA

Alessandra Cretarola is Associate Professor of Probability and Mathematical Statistics at the University “G. d’Annunzio” of Chieti-Pescara. Her research focuses on the development of stochastic models for finance and insurance, with particular emphasis on stochastic control, backward stochastic differential equations (BSDEs), and risk management under partial information. Her recent work also addresses emerging topics such as fintech, cryptocurrencies, and behavioral components in volatility modeling.
She has published in leading international journals, including Mathematical Finance, Finance and Stochastics, Quantitative Finance, Insurance: Mathematics and Economics, and Stochastic Processes and their Applications, and has presented her research at several international conferences and workshops.
She has been involved in several competitive research projects (PRIN, GNAMPA, university and PNRR projects), also serving as principal investigator. She is active in editorial roles as Guest Editor and serves as referee for numerous international journals.
She is a member of major scientific societies (EMS, UMI, AMASES, GNAMPA) and research networks, including the Fintech Research Network. She has extensive teaching experience at undergraduate and graduate level, including courses taught in English, and supervises master’s and PhD students.