Arbitrage and hedging in model-independent markets with frictions द्वारा Burzoni, M

On the quasi-sure superhedging duality with frictions द्वारा Bayraktar, E, Burzoni, M

Robust martingale selection problem and its connections to the no‐arbitrage theory द्वारा Burzoni, M, Šikić, M

Risk measures based on benchmark loss distributions द्वारा Bignozzi, V, Burzoni, M, Munari, C

Universal arbitrage aggregator in discrete-time markets under uncertainty द्वारा Burzoni, M, Frittelli, M, Maggis, M

On the properties of the Lambda value at risk: robustness, elicitability and consistency द्वारा Burzoni, M, Peri, I, Ruffo, C

Model-free superhedging duality द्वारा Burzoni, M, Frittelli, M, Maggis, M

Pointwise arbitrage pricing theory in discrete time द्वारा Burzoni, M, Frittelli, M, Hou, Z, Maggis, M, Obłój, J