BURZONI, MATTEO
BURZONI, MATTEO
Dipartimento di Matematica Federigo Enriques
A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems
2024 M. Burzoni, A. Cecchin, A. Cosso
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
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
Viscosity solutions for controlled McKean–Vlasov jump-diffusions
2020 M. Burzoni, V. Ignazio, M. Reppen, M. Soner
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
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 M. Burzoni, M. Frittelli, Z. Hou, M. Maggis, J. Obłój
On the properties of the Lambda value at risk : robustness, elicitability and consistency
2017 M. Burzoni, I. Peri, C.M. Ruffo
Model-free superhedging duality
2017 M. Burzoni, M. Frittelli, M. Maggis
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
A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS
2015 M. Burzoni