Matteo Burzoni

According to our database, Matteo Burzoni authored at least 6 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

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

2021

Short Communication: Robust Market-Adjusted Systemic Risk Measures.

Matteo Burzoni, Marco Frittelli, Federico Zorzi

SIAM J. Financial Math., 2021

2020

Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions.

Matteo Burzoni, Vincenzo Ignazio, A. Max Reppen, H. Mete Soner

SIAM J. Control. Optim., 2020

2019

Pointwise Arbitrage Pricing Theory in Discrete Time.

Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój

Math. Oper. Res., 2019

2016

Arbitrage and Hedging in Model-Independent Markets with Frictions.

Matteo Burzoni

SIAM J. Financial Math., 2016

Universal arbitrage aggregator in discrete-time markets under uncertainty.

Matteo Burzoni, Marco Frittelli, Marco Maggis

Finance Stochastics, 2016