Personal website of Marco Rodrigues
Personal website of Marco Rodrigues
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About me
About me
I defended my doctoral thesis in August 2025 under the supervision of Prof. Dr. Beatrice Acciaio and Prof. Dr. Dylan Possamaï at the Department of Mathematics at ETH Zurich.
My research intrests include artificial intelligence and machine learning, backward stochastic differential equations, contract theory, mean-field games, model uncertainty, optimal transport, stochastic control, and stochastic finance. 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 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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