• Homepage of Matteo Burzoni at the University of Milan

Recent Publications

  • Viability and arbitrage under Knightian Uncertainty

    To appear in Econometrica (2020+) PDF

  • Adjusted Expected Shortfall

    available at Arxiv PDF

  • Viscosity solutions for controlled McKean-Vlasov jump-diffusions

    SIAM Journal on Control and Optimization 58(3), 1676-1699. PDF

Current Teaching

  • Matematica Linea AL

    Corso di Laurea Triennale in Biotecnologia (Classe L2)