3 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…
q-fin.MF2025
Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market
Daniele Marazzina
In this work, we address the optimal retirement problem in the presence of a stochastic wage, formulated as a free boundary problem. Specifically, we explore an incomplete market s…
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…