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Items where Author is "Rásonyi, Miklós"

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Number of items: 5.

Article

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

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.

This list was generated on Sun Feb 7 00:22:48 2016 CET.