• Homepage of Matteo Burzoni at the University of Milan


NEW: From 01.01.2023 I will be no longer affiliate with the University of Milan. If you need to contact me please find me on LinkedIn.

Recent Publications

  • Risk sharing with deep neural networks

    available at Arxiv PDF

  • A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems

    available at Arxiv PDF

  • MFG with absorption and common noise with a model of bank run

    available at Arxiv PDF

Current Teaching

  • Argomenti Avanzati di Finanza Matematica

    Corso di Laurea Magistrale in Matematica (L40)