• Homepage of Matteo Burzoni at the University of Milan

Workshop

NEW: On 5-6 May 2022 we host the workshop Stochastic Games and Martingale Optimal Transport. The call for abstract is open, please visit the website here.

Recent Publications

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

    available at Arxiv PDF

  • Adjusted Expected Shortfall

    to appear on Journal of Banking & Finance PDF

  • Robust market-adjusted systemic risk measures

    to appear on SIFIN Short Communications PDF

Current Teaching

  • Matematica Linea AL

    Corso di Laurea Triennale in Biotecnologia (Classe L2)