Name Card

Full name Familienname, Vorname
Rasonyi, Miklos
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 22 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Guasoni, Paolo ; Lépinette, Emmanuel ; Rásonyi, Miklós The fundamental theorem of asset pricing under transaction costsArtikel Article2012
2Prokaj, Vilmos ; Rásonyi, Miklós ; Schachermayer, Walter Hiding a constant drift.Artikel Article2011
3Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter The fundamental theorem of asset pricing for continuous processes under small transaction costsArtikel Article2010
4Rásonyi, Miklós Arbitrage Under Transaction Costs RevisitedBuchbeitrag Book Contribution 2010
5Rásonyi, Miklós ; Schachermayer, Walter ; Warnung, Richard Hiding a DriftArtikel Article2009
6Rasonyi, Miklos Identifying AR(1) processes from imprecise measurementsPräsentation Presentation2008
7Rasonyi, Miklos Hiding the driftPräsentation Presentation2008
8Rásonyi, Miklós New methods in the arbitrage theory of financial markets with transaction costsBuchbeitrag Book Contribution2008
9Rasonyi, Miklos How to view arbitrage in the presence of friction?Präsentation Presentation2008
10Rasonyi, Miklos Hidden Markov ProcessesPräsentation Presentation2008
11Rasonyi, Miklos How to view arbitrage in the presence of friction?Präsentation Presentation2008
12Rásonyi, Miklós A note on arbitrage in term structureArtikel Article2008
13Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsArtikel Article2008
14Rasonyi, Miklos Convergence of utility indifference pricesPräsentation Presentation2007
15Carassus, Laurence ; Rásonyi, Miklós Optimal strategies and utility-based prices converge when agents' preferences doArtikel Article2007
16Carassus, Laurence ; Rásonyi, Miklós Convergence of utility indifference prices to the superreplication price: the whole real line caseArtikel Article2007
17Rasonyi, Miklos Consistent Price Systems and Face-Lifting Pricing under Transaction CostsPräsentation Presentation2007
18Rasonyi, Miklos The fundamental theorem of asset pricing for continuous processes under small transaction costsPräsentation Presentation2007
19Rasonyi, Miklos Utility indifference prices under increasing risk aversionPräsentation Presentation2006
20Rasonyi, Miklos Optimal Investment under transaction costsPräsentation Presentation2006