Curriculum

I am a Tenure-track Researcher (RTT) in the Department of Mathematics at Università degli Studi di Milano.

My academic work is in mathematical finance, with a primary focus on collective arbitrage, collective super-replication, collective completeness and pricing–hedging duality in cooperative multi-agent markets. I also study collective and systemic risk measures, cooperation and risk sharing, equilibrium, martingale optimal transport, and nonlinear conditional models.