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Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós - In: Decisions in Economics and Finance 27 (2004) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10005169534
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A note on arbitrage in term structure
Rásonyi, Miklós - In: Decisions in Economics and Finance 31 (2008) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10005169552
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Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo; Rásonyi, Miklós - In: Finance and stochastics 19 (2015) 2, pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence; Rásonyi, Miklós; Rodrigues, Andrea M. - In: Mathematics and financial economics 9 (2015) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
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Robust utility maximisation in markets with transaction costs
Chau, Huy N.; Rásonyi, Miklós - In: Finance and stochastics 23 (2019) 3, pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
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Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu; Perkkiö, Ari-Pekka; Rásonyi, Miklós - In: Mathematics and financial economics 11 (2017) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós - In: Mathematical methods of operations research 88 (2018) 2, pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
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Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
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The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo; Rásonyi, Miklós; Schachermayer, Walter - In: Annals of finance 6 (2010) 2, pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
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The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo; Lépinette, Emmanuel; Rásonyi, Miklós - In: Finance and stochastics 16 (2012) 4, pp. 741-777
Persistent link: https://www.econbiz.de/10009623533