Matteo Burzoni

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 5

Top Topics

Efficient Solutions

Financial Markets

Polynomial Approximation

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Math. Oper. Res.

SIAM J. Control. Optim.

Publications

Matteo Burzoni, Marco Frittelli, Federico Zorzi
Short Communication: Robust Market-Adjusted Systemic Risk Measures. SIAM J. Financial Math. 12 (3) (2021)
Matteo Burzoni, Vincenzo Ignazio, A. Max Reppen, H. Mete Soner
Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions. SIAM J. Control. Optim. 58 (3) (2020)
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój
Pointwise Arbitrage Pricing Theory in Discrete Time. Math. Oper. Res. 44 (3) (2019)
Matteo Burzoni
Arbitrage and Hedging in Model-Independent Markets with Frictions. SIAM J. Financial Math. 7 (1) (2016)
Matteo Burzoni, Marco Frittelli, Marco Maggis
Universal arbitrage aggregator in discrete-time markets under uncertainty. Finance Stochastics 20 (1) (2016)