Sfoglia per Autore
Mostrati risultati da 1 a 15 di 15
A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS
2015 M. Burzoni
Arbitrage and hedging in model-independent markets with frictions
2016 M. Burzoni
Universal arbitrage aggregator in discrete-time markets under uncertainty
2016 M. Burzoni, M. Frittelli, M. Maggis
Model-free superhedging duality
2017 M. Burzoni, M. Frittelli, M. Maggis
On the properties of the Lambda value at risk : robustness, elicitability and consistency
2017 M. Burzoni, I. Peri, C.M. Ruffo
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 M. Burzoni, M. Frittelli, Z. Hou, M. Maggis, J. Obłój
Arbitrage-free modeling under Knightian uncertainty
2020 M. Burzoni, M. Maggis
Robust martingale selection problem and its connections to the no-arbitrage theory
2020 M. Burzoni, M. Sikic
On the quasi-sure superhedging duality with frictions
2020 E. Bayraktar, M. Burzoni
Risk Measures Based on Benchmark Loss Distributions
2020 V. Bignozzi, M. Burzoni, C. Munari
Viscosity solutions for controlled McKean–Vlasov jump-diffusions
2020 M. Burzoni, V. Ignazio, M. Reppen, M. Soner
Short Communication: Robust Market-Adjusted Systemic Risk Measures
2021 M. Burzoni, M. Frittelli, F. Zorzi
Viability and Arbitrage Under Knightian Uncertainty
2021 M. Burzoni, F. Riedel, H.M. Soner
Adjusted Expected Shortfall
2022 M. Burzoni, C. Munari, R. Wang
Mean field games with absorption and common noise with a model of bank run
2023 M. Burzoni, L. Campi
Mostrati risultati da 1 a 15 di 15
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