| Date | Author/Title | | Document Type |
|---|
| 2019 | Caré, A and Csáji, Balázs Csanád and Gerencsér, Balázs and Gerencsér, László and Rásonyi, Miklós
Parameter-Dependent Poisson Equations:Tools for Stochastic Approximation in a Markovian Framework |  | Book Section |
| 2011 | Rásonyi, Miklós
Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs" | | Other |
| 2011 | Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter
Hiding a constant drift | | ISI Article |
| 2011 | Prokaj, Vilmos and Rásonyi, Miklós
Local and true martingales in discrete time | | ISI Article |
| 2011 | Carassus, L and Rásonyi, Miklós
Risk-averse asymptotics for reservation prices | | Article |
| 2011 | Gyöngy, I and Rásonyi, Miklós
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients | | ISI Article |
| 2010 | Horvath, Andras and Rásonyi, Miklós
Fast computation of particle filters on processor arrays | | Conference or Workshop Item |
| 2010 | Rásonyi, Miklós
On the statistical analysis of quantized Gaussian AR(1) processes | | ISI Article |
| 2010 | Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter
The fundamental theorem of asset pricing for continuous processes under small transaction costs | | Article |
| 2009 | Rásonyi, Miklós
Arbitrage under transaction costs revisited | | Book (edited) |
| 2009 | Rásonyi, Miklós and Schachermayer, Walter and Warnung, Richard
Hiding a drift | | ISI Article |
| 2008 | Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter
Consistent price systems and face-lifting pricing under transaction costs | | ISI Article |
| 2008 | Rásonyi, Miklós
New methods in the arbitrage theory of financial markets with transaction costs | | Book Section |
| 2008 | Rásonyi, Miklós
A note on arbitrage in term structure | | Article |
| 2007 | Carassus, Laurence and Rásonyi, Miklós
Convergence of utility indifference prices to the superreplication price: the wgole real line case | | ISI Article |
| 2007 | Carassus, Laurence and Rásonyi, Miklós
Optimal strategies and utility-based prices converge when agents' preferences do | | ISI Article |
| 2006 | Carassus, Laurence and Rásonyi, Miklós
Convergence of utility indifference prices to the superreplication price | | ISI Article |
| 2006 | Rásonyi, Miklós and Stettner, Lukasz
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models | | Book Section |
| 2005 | Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs
Log-optimal currency portfolios and control Lyapunov exponents | | Conference or Workshop Item |
| 2005 | Rásonyi, Miklós and Stettner, L.
On utility maximization in discrete-time financial market models | | Article |
| 2004 | Rásonyi, Miklós
Arbitrage pricing theory and risk-neutral measures | | Article |
| 2004 | Rásonyi, Miklós
Arbitrázs nagy pénzügyi piacokon | | Article |
| 2004 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with applications | | Conference or Workshop Item |
| 2004 | Rásonyi, Miklós and Stettner, L.
Utility maximization in discrete-time financial market models | | Conference or Workshop Item |
| 2003 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with application in optimization, finance and biology | | Conference or Workshop Item |
| 2003 | Rásonyi, Miklós
Equivalent martingale measures for large financial markets in discrete time | | Article |
| 2003 | Kabanov, Y. and Rásonyi, Miklós and Stricker, C.
On the closedness of sums of convex cones in L^0 and the robust no-arbitrage property | | Article |
| 2003 | Rásonyi, Miklós
A remark on the superhedging theorem under transaction costs | | Conference or Workshop Item |
| 2002 | Kabanov, YUM and Rásonyi, Miklós and Stricker, C.
No-arbitrage criteria for financial markets with efficient friction | | Article |
| 2002 | Rásonyi, Miklós
A note on martingale measures with bounded densities | | Article |
| 2001 | Rásonyi, Miklós
A note on equivalent martingale measures with bounded density | | Conference or Workshop Item |
| 1999 | Gerencsér, László and Michaletzky, György and Rásonyi, Miklós
Model uncertainty and performance in option pricing | | Conference or Workshop Item |
