Universal arbitrage aggregator in discrete-time markets under uncertainty. - Matteo Burzoni; Marco Frittelli; Marco Maggis (Finance Stochastics, 2016)

Arbitrage and Hedging in Model-Independent Markets with Frictions. - Matteo Burzoni (SIAM J. Financial Math., 2016)

Pointwise Arbitrage Pricing Theory in Discrete Time. - Matteo Burzoni; Marco Frittelli; Zhaoxu Hou; Marco Maggis; Jan Oblój (Math. Oper. Res., 2019)

Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions. - Matteo Burzoni; Vincenzo Ignazio; A. Max Reppen; H. Mete Soner (SIAM J. Control. Optim., 2020)

Short Communication: Robust Market-Adjusted Systemic Risk Measures. - Matteo Burzoni; Marco Frittelli; Federico Zorzi (SIAM J. Financial Math., 2021)

A Tikhonov Theorem for McKean-Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems. - Matteo Burzoni; Alekos Cecchin; Andrea Cosso (SIAM J. Control. Optim., 2024)