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Results for “collar” · papers 2 · wiki 1
Academic Papers · 2arXiv q-fin live 2 · desk corpus 0
arXiv · arXiv q-fin · 2026
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 counterpart. Contracts are linear (total returns swaps), nonlinear (collar contracts) or Asian type (TWAP based contracts). We derive the optimal execution strategy and the optimal fee through indifference utility arguments allowing for linear…
Emilio Barucci, Yuheng Lan, Daniele Marazzina
arXiv · arXiv q-fin · 2017
Insider trading is one of the numerous white collar crimes that can contribute to the instability of the economy. Traditionally, the detection of illegal insider trades has been a human-driven process. In this paper, we collect the insider tradings made available by the US Securities and Exchange Commissions (SEC) through the EDGAR system, with the aim of initiating an automated large-scale and data-driven approach t…
Adarsh Kulkarni, Priya Mani, Carlotta Domeniconi
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