Personal website of Marco Rodrigues
Personal website of Marco Rodrigues
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About me
About me
I am a doctoral student of Prof. Dr. Beatrice Acciaio and Prof. Dr. Dylan Possamaï at the Department of Mathematics at ETH Zürich.
My research intrests include stochastic control, backward stochastic differential equations, contract theory, mathematical finance, mean-field game theory and optimal transport. More information can be found on my CV.
Contact data
Contact data
firstname.lastname[at]math.ethz.ch
Postal address
Postal address
ETH Zurich
Marco Rodrigues
Department of Mathematics
Group 3
Rämistrasse 101
8092 Zurich
Switzerland
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:2507.01767.
M. Rodrigues (2025): Robust hedging of American options via aggregated Snell envelopes. arXiv:2506.14553.
B. Acciaio, D. Kršek, G. Pammer, M. Rodrigues (2025): Absolutely continuous curves of stochastic processes. arXiv:2506.13634.
D. Possamaï, M. Rodrigues (2024): Reflections on BSDEs. Electronic Journal of Probability, vol. 29, no. 66, pp. 1-82.
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