3 papers
cond-mat.mes-hall2025
Correlated Structural and Optical Characterization during Van der Waals Epitaxy of PbI2 on Graphene
C. P. Sonny Tsotezem, E. M. Staicu Casagrande, A. Momeni +11
Van der Waals heterostructures of 2D layered materials have gained much attention due to their flexible electronic properties, which make them promising candidates for energy, sens…
q-fin.CP2024
Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini +1
In this article, we analyze two modeling approaches for the pricing of derivative contracts on a commodity index. The first one is a microscopic approach, where the components of t…
q-fin.PR2022
Pricing commodity index options
Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini +1
We present a stochastic local volatility model for derivative contracts on commodity futures. The aim of the model is to be able to recover the prices of derivative claims both on…