Maggis Marco

Maggis Marco

Università degli Studi di Milano - Milano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1798168
University of Milan
person_outline Maggis Marco's MOST POPULAR ARTICLES
1-) Pointwise arbitrage pricing theory in discrete timeM Burzoni, M Frittelli, Z Hou, M Maggis, J ObłójMathematics of Operations Research 44 (3), 1035-1057, 2019672019
2-) Dual representation of quasi-convex conditional mapsM Frittelli, M MaggisSIAM Journal on Financial Mathematics 2 (1), 357-382, 2011672011
3-) Model-free superhedging dualityM Burzoni, M Frittelli, M MaggisThe Annals of Applied Probability 27 (3), 1452-1477, 2017662017
4-) Universal arbitrage aggregator in discrete time markets under uncertaintyM Burzoni, M Frittelli, M MaggisFinance and Stochastics 20 (1), 1-50, 201666*2016
5-) Risk measures on P(R) and Value at Risk with Probability/Loss functionM Frittelli, M Maggis, I PeriMathematical Finance 24 (3), 442-463, 2014562014