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Items where Author is "Rásonyi, Miklós"

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Number of items: 8.

Article

Mbele Bidima, M. L. D. and Rásonyi, Miklós (2015) Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets. ACTA APPLICANDAE MATHEMATICAE, 138 (1). pp. 1-15. ISSN 0167-8019

Guasoni, Paolo and Rásonyi, Miklós (2015) Fragility of arbitrage and bubbles in local martingale diffusion models. FINANCE AND STOCHASTICS, 19 (2). pp. 215-231. ISSN 0949-2984

Guasoni, Paolo and Rásonyi, Miklós (2015) Hedging, arbitrage and optimality with superlinear frictions. ANNALS OF APPLIED PROBABILITY, 25 (4). pp. 2066-2095. ISSN 1050-5164

Carassus, L and Rásonyi, Miklós and Rodrigues, A. M. (2015) Non-concave utility maximisation on the positive real axis in discrete time. MATHEMATICS AND FINANCIAL ECONOMICS, 9 (4). pp. 325-349. ISSN 1862-9679

Carassus, L. and Rásonyi, Miklós (2013) 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. ISSN 0960-1627

Book Section

Rásonyi, Miklós and Rodríguez-Villarreal, José G. (2015) Optimal investment under behavioural criteria — a dual approach. In: Advances in Mathematics of Finance. Stefan Banach International Mathematical Center, Warsaw, pp. 167-180. ISBN 978-83-86806-27-0

Monograph

Rásonyi, Miklós (2009) Arbitrázs és árazó funkcionálok pénzügyi piacmodellekben = Arbitrage and pricing functionals in financial market models. Project Report. OTKA.

Gerencsér, László and Berlinger, Edina and Gerencsérné Vágó, Zsuzsanna and Mátyás, Zalán and Michaletzky, György and Molnár Sáska, Gábor and Orlovits, Zsanett and Rásonyi, Miklós and Sándorné Kmecs, Ildikó and Száz, János and Szepesvári, Csaba and Véber, Miklós (2007) Sztochasztikus Rendszerek és Pénzügyi Piacok Modellezése = Stochastic Systems and Modelling of Financial Markets. Project Report. OTKA.

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