Lan Yuheng

Pricing and Hedging Financial Derivatives in Merger&Acquisition Deals with Price Impact

Posted in: Articolo

Apr 25 2026
Authors: Emilio Barucci, Yuheng Lan, Daniele Marazzina. This paper investigates the optimal execution and pricing of financial contracts commonly used in merger and acquisition (M&A) transactions, focusing on agreements between a broker and a counterparty. In particular, we analyze three classes of contracts: linear instruments ...more »