The following pages link to Miklós Rásonyi (Q457786):
Displaying 50 items.
- Continuous-time portfolio optimisation for a behavioural investor with bounded utility on gains (Q457788) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Hiding a constant drift (Q537135) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Risk-averse asymptotics for reservation prices (Q635966) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- A note on arbitrage in term structure (Q940999) (← links)
- Hiding a drift (Q971947) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- Non-arbitrage criteria for financial markets with efficient friction (Q1409835) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- On optimal investment with processes of long or negative memory (Q1743336) (← links)
- Arbitrage pricing theory and risk-neutral measures (Q1770203) (← links)
- On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property (Q1776004) (← links)
- Equivalent martingale measures for large financial markets in discrete time (Q1880250) (← links)
- On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
- Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- Markov chains in random environment with applications in queuing theory and machine learning (Q2029806) (← links)
- Ergodic theorems for queuing systems with dependent inter-arrival times (Q2060348) (← links)
- Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
- On the stability of the stochastic gradient Langevin algorithm with dependent data stream (Q2070610) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Stochastic gradient Hamiltonian Monte Carlo for non-convex learning (Q2137760) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case (Q2214233) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets (Q2355115) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- (Q2741122) (← links)
- An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL (Q2836218) (← links)
- Diversity and No Arbitrage (Q2929468) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
- (Q3400717) (← links)
- (Q3526649) (← links)
- On the statistical analysis of quantized Gaussian AR(1) processes (Q3576984) (← links)
- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI (Q3653090) (← links)
- (Q4453271) (← links)
