activity
20192026
most citedAdditive normal tempered stable processes for equity derivatives and power law scaling

15 citations · 39 across the 12 of their papers we have counts for

collaborators
Showing 2025Show all

2 papers · 1 filter

econ.GN2025

Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model

Emilio Barucci, Andrea Gurgone, Giulia Iori +1

We analyse financial stability and welfare impacts associated with the introduction of a Central Bank Digital Currency (CBDC) in a macroeconomic agent-based model. The model consid…

q-fin.RM2025★ 2 cited

Physical Climate Risk in Asset Management

Michele Azzone, Matteo Ghesini, Davide Stocco +1

Climate-related phenomena are increasingly affecting regions worldwide, manifesting as floods, water scarcity, and heat waves, significantly impairing companies' assets and product…