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Weiner, Leó [Author] ; Falla, Manuel de [Other]; Stravinsky, Igor [Other]; Kochański, Paweł [Other]; Dushkin, Samuel [Other]; Rásonyi, Leila [Performer]; Miklós, György [Performer]

Sonata no. 2 in F sharp minor for violin and piano, op. 11 (1 Schallpl)

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[Budapest]: Hungaroton, P 1981
Franck, César [Other]; Ščedrin, Rodion Konstantinovič [Other]; Tryganov, Dmitry [Other]; Šostakovič, Dmitrij Dmitrievič [Other]; Glickmann, Harry [Other]; Chačaturjan, Aram [Other]; Stravinsky, Igor [Other]; Dushkin, Samuel [Other]; Chausson, Ernest Amédée [Other]; Rásonyi, Leila [Performer]; Miklós, György [Performer]

Violin recital (1 Schallpl)

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[S.l.]: Hungaroton, P 1976
Nika, Zsolt [Author] ; Rasonyi, Miklos [Other]

Log-Optimal Portfolios with Memory Effect

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[S.l.]: SSRN, [2018]
Guasoni, Paolo [Author] ; Rasonyi, Miklos [Other]

Hedging, Arbitrage, and Optimality with Superlinear Frictions

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https://ssrn.com/abstract=2317344

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[S.l.]: SSRN, [2013]

Published in: Boston U. School of Management Research Paper ; No. 2013-8
Guasoni, Paolo [Author]; Rasonyi, Miklos [Author]

Fragility of Local Martingale Diffusion Models of Arbitrage and Bubbles

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https://ssrn.com/abstract=1856223

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[S.l.]: SSRN, 2014

Published in: Boston U. School of Management Research Paper ; No. 2011-12
Guasoni, Paolo [Author] ; Lepinette, Emmanuel [Other]; Rasonyi, Miklos [Other]

The Fundamental Theorem of Asset Pricing Under Transaction Costs

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[S.l.]: SSRN, [2012]

Published in: Boston U. School of Management Research Paper ; No. 2011-7
Molitor, Alexander [Author] ; Kühn, Christoph [Other]; Czichowsky, Christoph [Other]; Rásonyi, Miklós [Other]

Arbitrage theory in models with transaction costs beyond efficient friction

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https://d-nb.info/125570196X/34

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Frankfurt am Main: Universitätsbibliothek Johann Christian Senckenberg, 2022
Chau, Huy N. [Author]; Fukasawa, Masaaki [Author]; Rásonyi, Miklós [Author]

Super-replication with transaction costs under model uncertainty for continuous processes

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https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/mafi.12355

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2022

Published in: Mathematical finance ; 32(2022), 4 vom: Okt., Seite 1066-1085
Guasoni, Paolo [Author]; Rasonyi, Miklos [Author]; Nagy, Lóránt [Author]

Young, Timid, and Risk Takers

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[S.l.]: SSRN, [2021]

Published in: Michael J. Brennan Irish Finance Working Paper Series Research Paper ; No. 21-11
Guasoni, Paolo [Author]; Mišura, Julija S. [Author]; Rásonyi, Miklós [Author]

High-frequency trading with Fractional Brownian Motion

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[Dublin]: Financial Mathematics and Computation Research Cluster, [2020]

Published in: Michael J. Brennan Irish finance working paper series research paper ; 2020,5
Rásonyi, Miklós

On utility maximization without passing by the dual problem

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Informa UK Limited, 2018

Published in: Stochastics
Rásonyi, Miklós

Maximizing expected utility in the Arbitrage Pricing Model

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Elsevier BV, 2017

Published in: Journal of Mathematical Analysis and Applications
Rásonyi, Miklós

Optimal Investment with Nonconcave Utilities in Discrete-Time Markets

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Society for Industrial & Applied Mathematics (SIAM), 2015

Published in: SIAM Journal on Financial Mathematics
Rásonyi, Miklós

A note on arbitrage in term structure

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Springer Science and Business Media LLC, 2008

Published in: Decisions in Economics and Finance
Rásonyi, Miklós

Arbitrage pricing theory and risk-neutral measures

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Springer Science and Business Media LLC, 2004

Published in: Decisions in Economics and Finance
Rásonyi, Miklós; Tikosi, Kinga

Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities

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Cambridge University Press (CUP), 2023

Published in: Advances in Applied Probability
Lovas, Attila; Rásonyi, Miklós

Ergodic aspects of trading with threshold strategies

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Springer Science and Business Media LLC, 2023

Published in: Annals of Operations Research
Gerencsér, Balázs; Rásonyi, Miklós

On the Ergodicity of Certain Markov Chains in Random Environments

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Springer Science and Business Media LLC, 2023

Published in: Journal of Theoretical Probability
Gerencsér, Balázs; Rásonyi, Miklós

Invariant measures for multidimensional fractional stochastic volatility models

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Springer Science and Business Media LLC, 2022

Published in: Stochastics and Partial Differential Equations: Analysis and Computations
Nagy, Lóránt; Rásonyi, Miklós

Optimal long-term investment in illiquid markets when prices have negative memory

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Institute of Mathematical Statistics, 2021

Published in: Electronic Communications in Probability

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