Concepedia

Miklós Rásonyi

MR

25

Publications

861

Citations

15

H-Index

2004

Active since

Affiliations

Alfréd Rényi Institute of Mathematics(Current)

University of Edinburgh

Hungarian Academy of Sciences

Boston University

Dublin City University

Miklós Rásonyi is an author at Alfréd Rényi Institute of Mathematics specializing in business, finance, and asset pricing.

ORCID

Top concepts

Publications per year

2004–2023

25

Publications

25

Consistent price systems and face-lifting pricing under transaction costs

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer · The Annals of Applied Probability · 2008 · 139 citations · Full text

The fundamental theorem of asset pricing for continuous processes under small transaction costs

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer · Annals of Finance · 2008 · 130 citations

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A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients

István Gyöngy, Miklós Rásonyi · Stochastic Processes and their Applications · 2011 · 124 citations · Full text

, , +4

The fundamental theorem of asset pricing under transaction costs

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2012 · 67 citations

ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS

Laurence Carassus, Miklós Rásonyi · Mathematical Finance · 2013 · 45 citations · Full text

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