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Miklós Rásonyi · Study

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Miklós Rásonyi

10 works· latest 2017· 6 institutionscluster: provisionalORCID 0000-0002-3105-4752

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Citations621

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Most cited in this library

Consistent price systems and face-lifting pricing under transaction costs2008 · 137 citations
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients2011 · 124 citations
The fundamental theorem of asset pricing for continuous processes under small transaction costs2008 · 123 citations
The fundamental theorem of asset pricing under transaction costs2012 · 61 citations
ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS2013 · 46 citations

Works

10 shown

Trading Fractional Brownian Motion

SIAM Journal on Financial Mathematics·2017·3 authors·Open access

24citations

Hedging, arbitrage and optimality with superlinear frictions

The Annals of Applied Probability·2015·2 authors·Open access

27citations

Fragility of arbitrage and bubbles in local martingale diffusion models

Finance and Stochastics·2015·2 authors

26citations

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

Mathematical Finance·2013·2 authors·Open access

46citations

Optimal portfolio choice for a behavioural investor in continuous-time markets

Annals of Finance·2012·2 authors

24citations

The fundamental theorem of asset pricing under transaction costs

Finance and Stochastics·2012·3 authors·Open access

61citations

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

Stochastic Processes and their Applications·2011·2 authors·Open access

124citations

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

Annals of Finance·2008·3 authors

123citations

Consistent price systems and face-lifting pricing under transaction costs

The Annals of Applied Probability·2008·3 authors·Open access

137citations

Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do

Mathematics of Operations Research·2007·2 authors·Open access

29citations