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M. Frittelli

25 papers hereh-index 243.4k citations73 works total

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

author position
  • first author6
  • middle author13
  • last author6

Across the 25 of 25 papers where every author was matched, so the position is known.

fields
  • q-fin.MF15
  • q-fin.RM5
  • math.PR3
  • cs.LG1
  • q-fin.PR1
same name
  • M. Frittelli — 5 papers, h 9

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedOn the super replication price of unbounded claims

34 citations · 69 across the 20 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

q-fin.MF2025

Collective completeness and pricing hedging duality

Alessandro Doldi, Marco Frittelli, Marco Maggis

This paper builds on "Collective Arbitrage and the Value of Cooperation" by Biagini et al. (2025, forthcoming in "Finance and Stochastics"), which introduced in discrete time the n…

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