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researcher

Matteo Burzoni

1 paper here

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

author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.MF1
ORCID 0000-0002-3741-5790
same name
  • Matteo Burzoni — 4 papers

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

most citedUniversal Arbitrage Aggregator in Discrete Time Markets under Uncertainty

5 citations · 5 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.MF2014★ 5 cited

Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty

Matteo Burzoni, Marco Frittelli, Marco Maggis

In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a cl…

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