G.Y. Rásonyi : rechercher sur Z-Library

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1

Trading Fractional Brownian Motion

Guasoni, Paolo, Nika, Zsolt, Rásonyi, Miklós

Journal:

SIAM Journal on Financial Mathematics

Année:

2019

Langue:

english

Fichier:

PDF, 427 KB

english, 2019

2

ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL

RÁSONYI, MIKLÓS

Journal:

International Journal of Theoretical and Applied Finance

Année:

2016

Langue:

english

Fichier:

PDF, 211 KB

english, 2016

3

Arbitrage pricing theory and risk-neutral measures

Miklós Rásonyi

Journal:

Decisions in Economics and Finance

Année:

2004

Langue:

english

Fichier:

PDF, 173 KB

english, 2004

4

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

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer

Journal:

Annals of Finance

Année:

2010

Langue:

english

Fichier:

PDF, 378 KB

english, 2010

5

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

Carassus, Laurence, Rásonyi, Miklós

Journal:

Mathematical Finance

Année:

2015

Langue:

english

Fichier:

PDF, 452 KB

english, 2015

6

Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets

Mbele Bidima, Martin Le Doux, Rásonyi, Miklós

Journal:

Acta Applicandae Mathematicae

Année:

2015

Langue:

english

Fichier:

PDF, 582 KB

english, 2015

7

Existence of solutions in non-convex dynamic programming and optimal investment

Pennanen, Teemu, Perkkiö, Ari-Pekka, Rásonyi, Miklós

Journal:

Mathematics and Financial Economics

Année:

2017

Langue:

english

Fichier:

PDF, 523 KB

english, 2017

8

Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models

Carassus, Laurence, Rásonyi, Miklós

Journal:

Mathematics of Operations Research

Année:

2016

Langue:

english

Fichier:

PDF, 418 KB

english, 2016

9

Differences in neurotoxic effects of ochratoxin A, ochracin and ochratoxin-αin vitro

A. Bruinink, T. Rasonyi, C. Sidler

Journal:

Année:

1998

Langue:

english

Fichier:

PDF, 66 KB

english, 1998

10

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

István Gyöngy, Miklós Rásonyi

Journal:

Stochastic Processes and their Applications

Année:

2011

Langue:

english

Fichier:

PDF, 212 KB

english, 2011

11

Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case

Laurence Carassus, Miklós Rásonyi

Journal:

Acta Applicandae Mathematicae

Année:

2007

Langue:

english

Fichier:

PDF, 428 KB

english, 2007

12

Fine-tuned coupling between human parahippocampal ripples and sleep spindles

Zsófia Clemens, Matthias Mölle, Loránd Erőss, Rita Jakus, György Rásonyi, Péter Halász, Jan Born

Journal:

European Journal of Neuroscience

Année:

2011

Langue:

english

Fichier:

PDF, 641 KB

english, 2011

13

Age-Dependent Seizure Semiology in Temporal Lobe Epilepsy

András Fogarasi, Ingrid Tuxhorn, József Janszky, Imre Janszky, György Rásonyi, Anna Kelemen, Péter Halász

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 127 KB

english, 2007

14

The fundamental theorem of asset pricing under transaction costs

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi

Journal:

Finance and Stochastics

Année:

2012

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2012

15

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

Rásonyi, Miklós, Rodrigues, Andrea M.

Journal:

Annals of Finance

Année:

2013

Langue:

english

Fichier:

PDF, 345 KB

english, 2013

16

Local and True Martingales in Discrete Time

Prokaj, V., Rásonyi, M.

Journal:

Theory of Probability & Its Applications

Année:

2011

Langue:

english

Fichier:

PDF, 160 KB

english, 2011

17

On long-term arbitrage opportunities in Markovian models of financial markets

Martin L. D. Mbele Bidima, Miklos Rasonyi

Journal:

Annals of Operations Research

Année:

2012

Langue:

english

Fichier:

PDF, 569 KB

english, 2012

18

The role of α2u-globulin in ochratoxin A induced renal toxicity and tumors in F344 rats

T Rásonyi, J Schlatter, D.R Dietrich

Journal:

Toxicology Letters

Année:

1999

Langue:

english

Fichier:

PDF, 418 KB

english, 1999

19

Diversity and No Arbitrage

Herczegh, Attila, Prokaj, Vilmos, Rásonyi, Miklós

Journal:

Stochastic Analysis and Applications

Année:

2014

Langue:

english

Fichier:

PDF, 150 KB

english, 2014

20

Fragility of arbitrage and bubbles in local martingale diffusion models

Guasoni, Paolo, Rásonyi, Miklós

Journal:

Finance and Stochastics

Année:

2015

Langue:

english

Fichier:

PDF, 611 KB

english, 2015

21

Optimal Investment with Nonconcave Utilities in Discrete-Time Markets

Rásonyi, Miklós

Journal:

SIAM Journal on Financial Mathematics

Année:

2015

Langue:

english

Fichier:

PDF, 192 KB

english, 2015

22

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

Laurence Carassus and Miklós Rásonyi

Journal:

Mathematics of Operations Research

Année:

2007

Langue:

english

Fichier:

PDF, 1.88 MB

english, 2007

23

Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models

Rásonyi, M., Rodríguez-Villarreal, J. G.

Journal:

Theory of Probability & Its Applications

Année:

2016

Langue:

english

Fichier:

PDF, 206 KB

english, 2016

24

Maximizing expected utility in the Arbitrage Pricing Model

Rásonyi, Miklós

Journal:

Journal of Mathematical Analysis and Applications

Année:

2017

Langue:

english

Fichier:

PDF, 390 KB

english, 2017

25

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach

Blanchard, Romain, Carassus, Laurence, Rásonyi, Miklós

Journal:

Mathematical Methods of Operations Research

Année:

2018

Langue:

english

Fichier:

PDF, 802 KB

english, 2018

26

Trading Fractional Brownian Motion

Guasoni, Paolo, Nika, Zsolt, Rasonyi, Miklos

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 383 KB

english, 2017

27

The Fundamental Theorem of Asset Pricing Under Transaction Costs

Guasoni, Paolo, Lepinette-Denis, Emmanuel, Rasonyi, Miklos

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 358 KB

english, 2011

28

Hedging, arbitrage and optimality with superlinear frictions

Guasoni, Paolo, Rásonyi, Miklós

Journal:

The Annals of Applied Probability

Année:

2015

Langue:

english

Fichier:

PDF, 288 KB

english, 2015

29

On the statistical analysis of quantized Gaussian AR(1) processes

Journal:

International Journal of Adaptive Control and Signal Processing

Année:

2010

Langue:

english

Fichier:

PDF, 198 KB

english, 2010

30

Lateralizing value of postictal automatisms in temporal lobe epilepsy

G. Rásonyi, A. Fogarasi, A. Kelemen, J. Janszky, P. Halász

Journal:

Epilepsy Research

Année:

2006

Langue:

english

Fichier:

PDF, 103 KB

english, 2006

31

P016 Allogeneic haemopoietic stem cell transplantation in children with acute leukemias. A single centre experience in Hungary (1992 2007).

G. Kriván, K. Kállay, A. Tremmel, M. Réti, R. Rásonyi, P. Reményi, A. Barta, L. Gopcsa, É. Torbágyi, L. Lengyel, T. Masszi

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 46 KB

english, 2007

32

Reduction of ochratoxin A toxicity by heat-induced epimerization. In vitro effects of ochratoxins on embryonic chick meningeal and other cell cultures

A. Bruinink, T. Rasonyi, C. Sidler

Journal:

Année:

1997

Langue:

english

Fichier:

PDF, 537 KB

english, 1997

33

Dyes for use in integrated optical sensors

D. Citterio, L. Jenny, S. Rásonyi, U.E. Spichiger

Journal:

Sensors and Actuators B: Chemical

Année:

1997

Langue:

english

Fichier:

PDF, 586 KB

english, 1997

34

The Network or System-oriented Approach in Understanding Human Epilepsy (Comments on the article of Susan S. Spencer: “Neural Networks in Human Epilepsy: Evidence of and Implications for Treatment”)

Peter Halász, György Rásonyi

Journal:

Année:

2003

Langue:

english

Fichier:

PDF, 33 KB

english, 2003

35

Convergence of Utility Indifference Prices to the Superreplication Price

Laurence Carassus, Miklós Rásonyi

Journal:

Mathematical Methods of Operations Research

Année:

2006

Langue:

english

Fichier:

PDF, 131 KB

english, 2006

36

Equivalent martingale measures for large financial markets in discrete time

Miklós Rásonyi

Journal:

Mathematical Methods of Operations Research

Année:

2003

Langue:

english

Fichier:

PDF, 282 KB

english, 2003

37

Hippocampal malrotation with normal corpus callosum: a new entity?

P. Barsi, J. Kenéz, D. Solymosi, Á. Kulin, Á. Kulin, P. Halász, G. Rásonyi, J. Janszky, A. Kalóczkai, G. Barcs, M. Neuwirth, É. Paraicz, Z. Siegler, M. Morvai, J. Jerney, M. Kassay, A. Altmann

Journal:

Année:

2000

Langue:

english

Fichier:

PDF, 579 KB

english, 2000

38

No-arbitrage criteria for financial markets with efficient friction

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker

Journal:

Finance and Stochastics

Année:

2002

Langue:

english

Fichier:

PDF, 113 KB

english, 2002

39

On the closedness of sums of convex cones in(L^0)and the robust no-arbitrage property

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker

Journal:

Finance and Stochastics

Année:

2003

Langue:

english

Fichier:

PDF, 160 KB

english, 2003

40

A note on arbitrage in term structure

Miklós Rásonyi

Journal:

Decisions in Economics and Finance

Année:

2008

Langue:

english

Fichier:

PDF, 136 KB

english, 2008

41

Risk-averse asymptotics for reservation prices

Laurence Carassus, Miklós Rásonyi

Journal:

Annals of Finance

Année:

2011

Langue:

english

Fichier:

PDF, 197 KB

english, 2011

42

P013 Complete resolution of Behcet's disease after HLA-mismatched allogeneic peripheral haematopoietic stem cell transplantation for myelodysplastic syndrome case report

L. Gopcsa, A. Barta, E. Torbagyi, L. Lengyel, K. Kallay, R. Rasonyi, A. Tremmel, J. Csomor, J. Kadar, S. Lueff, G. Krivan

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 49 KB

english, 2007

43

Letters to the Editor

J. Janszky, P. Halász, G. Rásonyi

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 226 KB

english, 1999

44

The risk of paradoxical levetiracetam effect is increased in mentally retarded patients

Anna Szűcs, Zsófia Clemens, Rita Jakus, György Rásonyi, Daniel Fabó, András Holló, Gábor Barcs, Anna Kelemen, József Janszky

Journal:

Année:

2008

Langue:

english

Fichier:

PDF, 89 KB

english, 2008

45

Nonmanipulative proximal upper extremity automatisms lateralize contralaterally in temporal lobe epilepsy

Anna Kelemen, András Fogarasi, Csaba Borbély, Anna Szűcs, Dániel Fabó, Rita Jakus, György Rásonyi, Péter Halász

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 194 KB

english, 2010

46

Outcome of vagus nerve stimulation for epilepsy in Budapest

Katalin Müller, Dániel Fabó, László Entz, Anna Kelemen, Péter Halász, György Rásonyi, Loránd Erőss

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 145 KB

english, 2010

47

Dynamic changes of CB1-receptor expression in hippocampi of epileptic mice and humans

Zsófia Maglóczky, Kinga Tóth, Rita Karlócai, Sára Nagy, Loránd Erőss, Sándor Czirják, János Vajda, György Rásonyi, Anna Kelemen, Vera Juhos, Péter Halász, Ken Mackie, Tamás F. Freund

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 620 KB

english, 2010

48

Implementation of cellular genetic algorithms on a CNN chip: Simulations and experimental results

András Horváth, Miklós Rásonyi

Journal:

International Journal of Circuit Theory and Applications

Année:

2012

Langue:

english

Fichier:

PDF, 826 KB

english, 2012

49

Development of new dyes for use in integrated optical sensors

D. Citterio, Stefan Rásonyi, Ursula E. Spichiger

Journal:

Analytical and Bioanalytical Chemistry

Année:

1996

Langue:

english

Fichier:

PDF, 68 KB

english, 1996

50

Phase coupling between rhythmic slow activity and gamma characterizes mesiotemporal rapid-eye-movement sleep in humans

Z. Clemens, B. Weiss, A. Szűcs, L. Erőss, G. Rásonyi, P. Halász

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 1.82 MB

english, 2009