2 papers
q-fin.MF2026
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
Emilio Barucci, Yuheng Lan, Daniele Marazzina
We investigate the optimal execution of contracts that are used in merger\&acquisition deals. We consider cash-settled and physically delivered contracts between a broker and a cou…
econ.GN2025
Sovereign Debt Default and Climate Risk
Emilio Barucci, Daniele Marazzina, Aldo Nassigh
We explore the interplay between sovereign debt default/renegotiation and environmental factors (e.g., pollution from land use, natural resource exploitation). Pollution contribute…