Items where Author is "Rásonyi, Miklós"
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Number of items: 32.
1999
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 1999 | Gerencsér, László and Michaletzky, György and Rásonyi, Miklós Model uncertainty and performance in option pricing | Conference or Workshop Item |
2001
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2001 | Rásonyi, Miklós A note on equivalent martingale measures with bounded density | Conference or Workshop Item |
2002
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2003
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2004
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2005
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2006
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2007
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2008
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2009
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2009 | Rásonyi, Miklós Arbitrage under transaction costs revisited | Book (edited) | |
| 2009 | Rásonyi, Miklós and Schachermayer, Walter and Warnung, Richard Hiding a drift | ISI Article |
2010
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2011
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 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 |
2019
| 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 |
