Items where Author is "Rásonyi, Miklós"
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Number of items: 32.
ISI Article
Article
Book Section
| 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 |
| 2008 | Rásonyi, Miklós New methods in the arbitrage theory of financial markets with transaction costs | Book Section | |
| 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 |
Book (edited)
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2009 | Rásonyi, Miklós Arbitrage under transaction costs revisited | Book (edited) |
Conference or Workshop Item
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2010 | Horvath, Andras and Rásonyi, Miklós Fast computation of particle filters on processor arrays | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs Log-optimal currency portfolios and control Lyapunov exponents | Conference or Workshop Item | |
| 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 A remark on the superhedging theorem under transaction costs | Conference or Workshop Item | |
| 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 |
Other
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2011 | Rásonyi, Miklós Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs" | Other |
