5 citations · 12 across the 4 of their papers we have counts for
4 papers
Defaultable bond liquidity spread estimation: an option-based approach
Pietro Rossi, Paolo Spezzati, Riccardo Tedeschi
This paper extends an option-theoretic approach to estimate liquidity spreads for corporate bonds. Inspired by Longstaff's equity market framework and subsequent work by Koziol and…
Mildly Flavoring domain walls in SU(N) SQCD: baryons and monopole superpotentials
Sergio Benvenuti, Paolo Spezzati
We study supersymmetric domain walls of four dimensional SQCD with and flavors. In we analyze the BPS differential equations numerically. In we propose…
Mildly Flavoring Domain Walls in Sp(N) SQCD
Sergio Benvenuti, Paolo Spezzati
We consider supersymmetric domain walls of four-dimensional SQCD with and flavors. First, we study numerically the differential…
Uplifts of maximal supergravities and transitions to non-geometric vacua
Gianguido Dall'Agata, Gianluca Inverso, Paolo Spezzati
We describe a new procedure to obtain consistent backgrounds that uplift vacua and deformations of various maximal gauged supergravities by taking a known solution and performing s…