Marco Rodrigues
Marco Rodrigues
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About me
About me
I am currently a Postdoctoral Researcher at the Weierstrass Institute and TU Berlin. I defended my doctoral thesis in August 2025 at the Department of Mathematics at ETH Zurich, under the supervision of Prof. Dr. Beatrice Acciaio and Prof. Dr. Dylan Possamaï.
My research intrests include backward stochastic differential equations, contract theory, machine learning methods, mean-field games, model uncertainty, optimal transport, stochastic control, and stochastic finance. More information can be found on my CV.
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Contact data
Research
Research
Google scholar, ResearchGate, ORCiD
Publications and preprints
Publications and preprints
D. Possamaï, M. Rodrigues, A. Saplaouras (2025):
Mind the jumps: when 2BSDEs meet semi-martingales
ArXiv preprint arXiv:2507.01767.M. Rodrigues (2025):
Robust hedging of American options via aggregated Snell envelopes
ArXiv preprint arXiv:2506.14553.B. Acciaio, D. Kršek, G. Pammer, M. Rodrigues (2025):
Absolutely continuous curves of stochastic processes
ArXiv preprint arXiv:2506.13634.D. Possamaï, M. Rodrigues (2024):
Reflections on BSDEs
Electronic Journal of Probability, vol. 29, no. 66, pp. 1-82.M. Rodrigues (2025):
Two approaches to stochastic control: BSDEs with jumps and adapted transport
Doctoral thesis ETH Zurich, Diss. ETH No. 31440.
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