◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

D. Marazzina

9 papers hereh-index 14663 citations79 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • middle author5
  • last author3

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • q-fin.MF2
  • q-fin.PM2
  • econ.GN1
  • math.NA1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedHilbert transform, spectral filters and option pricing

29 citations · 38 across the 9 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

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…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.