Items where Author is "Rásonyi, Miklós"

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Number of items: 32.

1999

DateAuthor/TitleDocument Type
1999Gerencsér, László and Michaletzky, György and Rásonyi, Miklós
Model uncertainty and performance in option pricing
Conference or Workshop Item

2001

DateAuthor/TitleDocument Type
2001Rásonyi, Miklós
A note on equivalent martingale measures with bounded density
Conference or Workshop Item

2002

DateAuthor/TitleDocument Type
2002Kabanov, YUM and Rásonyi, Miklós and Stricker, C.
No-arbitrage criteria for financial markets with efficient friction
Article
2002Rásonyi, Miklós
A note on martingale measures with bounded densities
Article

2003

DateAuthor/TitleDocument Type
2003Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with application in optimization, finance and biology
Conference or Workshop Item
2003Rásonyi, Miklós
Equivalent martingale measures for large financial markets in discrete time
Article
2003Kabanov, 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
2003Rásonyi, Miklós
A remark on the superhedging theorem under transaction costs
Conference or Workshop Item

2004

DateAuthor/TitleDocument Type
2004Rásonyi, Miklós
Arbitrage pricing theory and risk-neutral measures
Article
2004Rásonyi, Miklós
Arbitrázs nagy pénzügyi piacokon
Article
2004Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with applications
Conference or Workshop Item
2004Rásonyi, Miklós and Stettner, L.
Utility maximization in discrete-time financial market models
Conference or Workshop Item

2005

DateAuthor/TitleDocument Type
2005Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs
Log-optimal currency portfolios and control Lyapunov exponents
Conference or Workshop Item
2005Rásonyi, Miklós and Stettner, L.
On utility maximization in discrete-time financial market models
Article

2006

DateAuthor/TitleDocument Type
2006Carassus, Laurence and Rásonyi, Miklós
Convergence of utility indifference prices to the superreplication price
ISI Article
2006Rásonyi, Miklós and Stettner, Lukasz
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models
Book Section

2007

DateAuthor/TitleDocument Type
2007Carassus, Laurence and Rásonyi, Miklós
Convergence of utility indifference prices to the superreplication price: the wgole real line case
ISI Article
2007Carassus, Laurence and Rásonyi, Miklós
Optimal strategies and utility-based prices converge when agents' preferences do
ISI Article

2008

DateAuthor/TitleDocument Type
2008Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter
Consistent price systems and face-lifting pricing under transaction costs
ISI Article
2008Rásonyi, Miklós
New methods in the arbitrage theory of financial markets with transaction costs
Book Section
2008Rásonyi, Miklós
A note on arbitrage in term structure
Article

2009

DateAuthor/TitleDocument Type
2009Rásonyi, Miklós
Arbitrage under transaction costs revisited
Book (edited)
2009Rásonyi, Miklós and Schachermayer, Walter and Warnung, Richard
Hiding a drift
ISI Article

2010

DateAuthor/TitleDocument Type
2010Horvath, Andras and Rásonyi, Miklós
Fast computation of particle filters on processor arrays
Conference or Workshop Item
2010Rásonyi, Miklós
On the statistical analysis of quantized Gaussian AR(1) processes
ISI Article
2010Guasoni, Paolo and Rásonyi, Miklós and Schachermayer, Walter
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Article

2011

DateAuthor/TitleDocument Type
2011Rásonyi, Miklós
Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs"
Other
2011Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter
Hiding a constant drift
ISI Article
2011Prokaj, Vilmos and Rásonyi, Miklós
Local and true martingales in discrete time
ISI Article
2011Carassus, L and Rásonyi, Miklós
Risk-averse asymptotics for reservation prices
Article
2011Gyöngy, I and Rásonyi, Miklós
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
ISI Article

2019

DateAuthor/TitleDocument Type
2019Caré, 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
This list was generated on Thu Mar 28 03:19:20 2024 CET.