Print preview personal data approved: 2023. VI. 02. Publications |
2021
from data base, 2022. V. 25. |
Miklós Rásonyi, Andrea Meireles-Rodrigues: On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets, MATHEMATICAL FINANCE: AN INTERNATIONAL JOURNAL OF MATHEMATICS, STATISTICS AND FINANCIAL ECONOMICS 31: (1) pp. 149-175. type of document: Journal paper/Article number of independent citations: 1 language: English URL |
2021
from data base, 2022. V. 25. |
Barkhagen M., Chau N.H., Moulines É., Rásonyi M., Sabanis S., Zhang Y.: On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case, BERNOULLI 27: (1) pp. 1-33. type of document: Journal paper/Article number of independent citations: 2 language: English URL |
2019
from data base, 2022. V. 25. |
Chau Huy N., Rásonyi Miklós: Robust utility maximisation in markets with transaction costs, FINANCE AND STOCHASTICS 23: (3) pp. 677-696. type of document: Journal paper/Article number of independent citations: 1 language: English URL |
2019
from data base, 2022. V. 25. |
Guasoni Paolo, Nika Zsolt, Rasonyi Miklos: Trading Fractional Brownian Motion, SIAM JOURNAL ON FINANCIAL MATHEMATICS 10: (3) pp. 769-789. type of document: Journal paper/Article number of independent citations: 2 language: English URL |
2018
from data base, 2022. V. 25. |
Rásonyi M, Sayit H: Sticky processes, local and true martingales, BERNOULLI 24: (4A) pp. 2752-2775. type of document: Journal paper/Article number of independent citations: 1 language: English URL |
2017
from data base, 2022. V. 25. |
Chau HN, Rásonyi M: Skorohod's representation theorem and optimal strategies for markets with frictions, SIAM JOURNAL ON CONTROL AND OPTIMIZATION 55: (6) pp. 3592-3608. type of document: Journal paper/Article number of independent citations: 3 language: English URL |
2016
from data base, 2022. V. 25. |
Carassus L, Rasonyi M: Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models, MATHEMATICS OF OPERATIONS RESEARCH 41: (1) pp. 146-173. type of document: Journal paper/Article number of independent citations: 6 language: English URL |
2015
from data base, 2022. V. 25. |
Guasoni P, Rásonyi M: Hedging, arbitrage and optimality with superlinear frictions, ANNALS OF APPLIED PROBABILITY 25: (4) pp. 2066-2095. type of document: Journal paper/Article number of independent citations: 9 language: English URL |
2015
from data base, 2022. V. 25. |
Carassus L, Rásonyi M: On optimal investment for a behavioral investor in multiperiod incomplete market Models, MATHEMATICAL FINANCE: AN INTERNATIONAL JOURNAL OF MATHEMATICS, STATISTICS AND FINANCIAL ECONOMICS 25: (1) pp. 115-153. type of document: Journal paper/Article number of independent citations: 16 language: English URL |
2008
from data base, 2022. V. 25. |
Guasoni P, Rásonyi M, Schachermayer W: Consistent price systems and face-lifting pricing under transaction costs, ANNALS OF APPLIED PROBABILITY 18: (2) pp. 491-520. type of document: Journal paper/Article number of independent citations: 75 language: English URL |
| Number of independent citations to these publications: | 116 |
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