BURZONI, MATTEO
BURZONI, MATTEO
Dipartimento di Matematica Federigo Enriques
Mean field games with absorption and common noise with a model of bank run
2023 M. Burzoni, L. Campi
Adjusted Expected Shortfall
2022 M. Burzoni, C. Munari, R. Wang
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
On the quasi-sure superhedging duality with frictions
2020 E. Bayraktar, M. Burzoni
Robust martingale selection problem and its connections to the no-arbitrage theory
2020 M. Burzoni, M. Sikic
Risk Measures Based on Benchmark Loss Distributions
2020 V. Bignozzi, M. Burzoni, C. Munari
Arbitrage-free modeling under Knightian uncertainty
2020 M. Burzoni, M. Maggis
Viscosity solutions for controlled McKean–Vlasov jump-diffusions
2020 M. Burzoni, V. Ignazio, M. Reppen, M. Soner
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 M. Burzoni, M. Frittelli, Z. Hou, M. Maggis, J. Obłój
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
Universal arbitrage aggregator in discrete-time markets under uncertainty
2016 M. Burzoni, M. Frittelli, M. Maggis
Arbitrage and hedging in model-independent markets with frictions
2016 M. Burzoni
A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS
2015 M. Burzoni