Matteo Burzoni

Orcid: 0000-0002-3741-5790

According to our database¹, Matteo Burzoni authored at least 5 papers between 2016 and 2021.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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Article

PhD thesis

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Bibliography

2021

Short Communication: Robust Market-Adjusted Systemic Risk Measures.

[BibT_eX]

[DOI]

Matteo Burzoni

Marco Frittelli

Federico Zorzi

SIAM J. Financial Math., 2021

2020

Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2020

2019

Pointwise Arbitrage Pricing Theory in Discrete Time.

[BibT_eX]

[DOI]

Math. Oper. Res., 2019

2016

Arbitrage and Hedging in Model-Independent Markets with Frictions.

[BibT_eX]

[DOI]

Matteo Burzoni

SIAM J. Financial Math., 2016

Universal arbitrage aggregator in discrete-time markets under uncertainty.

[BibT_eX]

[DOI]

Matteo Burzoni

Marco Frittelli

Marco Maggis

Finance Stochastics, 2016

Matteo Burzoni

Timeline

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Links

On csauthors.net:

Bibliography

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