Matteo Burzoni

Available identifiers

Publication	Date of Publication	Type
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems	2024-09-20	Paper
Mean field games with absorption and common noise with a model of bank run	2023-09-15	Paper
Risk Sharing with Deep Neural Networks	2022-12-22	Paper
Viability and Arbitrage Under Knightian Uncertainty	2021-11-18	Paper
Short Communication: Robust Market-Adjusted Systemic Risk Measures	2021-11-05	Paper
Arbitrage-free modeling under Knightian uncertainty	2021-05-03	Paper
Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions	2020-07-30	Paper
Robust martingale selection problem and its connections to the no‐arbitrage theory	2020-05-14	Paper
Pointwise Arbitrage Pricing Theory in Discrete Time	2020-04-30	Paper
On the quasi-sure superhedging duality with frictions	2019-12-27	Paper
On the properties of the Lambda value at risk: robustness, elicitability and consistency	2018-11-19	Paper
Model-free superhedging duality	2017-09-15	Paper
Arbitrage and Hedging in Model-Independent Markets with Frictions	2017-01-11	Paper
Universal arbitrage aggregator in discrete-time markets under uncertainty	2016-03-29	Paper
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems	N/A	Paper

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