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researcher

Matteo Burzoni

15 papers hereh-index 10406 citations25 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author13
  • last author1

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • q-fin.MF8
  • q-fin.RM3
  • math.PR2
  • econ.GN1
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20142022
most citedModel-free Superhedging Duality

7 citations · 14 across the 8 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2017

Viability and Arbitrage under Knightian Uncertainty

Matteo Burzoni, Frank Riedel, H. Mete Soner

We reconsider the microeconomic foundations of financial economics. Motivated by the importance of Knightian Uncertainty in markets, we present a model that does not carry any prob…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.