BURZONI, MATTEO

BURZONI, MATTEO  

Dipartimento di Matematica Federigo Enriques  

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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.01 secondi).
Titolo Data di pubblicazione Autori Tipo File Abstract
A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS 10-dic-2015 BURZONI, MATTEO Doctoral Thesis -
Adjusted Expected Shortfall 1-gen-2022 Burzoni, Matteo + Article (author) -
Arbitrage and hedging in model-independent markets with frictions 1-gen-2016 Burzoni M. Article (author) -
Arbitrage-free modeling under Knightian uncertainty 1-gen-2020 M. BurzoniM. Maggis Article (author) -
Mean field games with absorption and common noise with a model of bank run 1-gen-2023 Burzoni, MatteoCampi, Luciano Article (author) -
Model-free superhedging duality 1-giu-2017 M. BurzoniM. FrittelliM. Maggis Article (author) -
On the properties of the Lambda value at risk : robustness, elicitability and consistency 1-nov-2017 Burzoni M. + Article (author) -
On the quasi-sure superhedging duality with frictions 1-gen-2020 Burzoni M. + Article (author) -
Pointwise Arbitrage Pricing Theory in Discrete Time 1-ago-2019 Burzoni, MatteoFrittelli, MarcoMaggis, Marco + Article (author) -
Risk Measures Based on Benchmark Loss Distributions 1-giu-2020 Burzoni M. + Article (author) -
Robust martingale selection problem and its connections to the no-arbitrage theory 1-gen-2020 Burzoni M. + Article (author) -
Short Communication: Robust Market-Adjusted Systemic Risk Measures 1-set-2021 Matteo BurzoniMarco Frittelli + Article (author) -
Universal arbitrage aggregator in discrete-time markets under uncertainty 1-gen-2016 M. BurzoniM. FrittelliM. Maggis Article (author) -
Viability and Arbitrage Under Knightian Uncertainty 1-gen-2021 Burzoni M. + Article (author) -
Viscosity solutions for controlled McKean–Vlasov jump-diffusions 23-giu-2020 Matteo Burzoni + Article (author) -