G.Y. Rásonyi: search on Z-Library

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1

Trading Fractional Brownian Motion

Guasoni, Paolo, Nika, Zsolt, Rásonyi, Miklós

Journal:

SIAM Journal on Financial Mathematics

Year:

2019

Language:

english

File:

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

Year:

2016

Language:

english

File:

PDF, 211 KB

english, 2016

3

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

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer

Journal:

Annals of Finance

Year:

2010

Language:

english

File:

PDF, 378 KB

english, 2010

4

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

Carassus, Laurence, Rásonyi, Miklós

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 452 KB

english, 2015

5

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

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

Journal:

Mathematics and Financial Economics

Year:

2017

Language:

english

File:

PDF, 523 KB

english, 2017

6

Arbitrage pricing theory and risk-neutral measures

Miklós Rásonyi

Journal:

Decisions in Economics and Finance

Year:

2004

Language:

english

File:

PDF, 173 KB

english, 2004

7

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

Carassus, Laurence, Rásonyi, Miklós

Journal:

Mathematics of Operations Research

Year:

2016

Language:

english

File:

PDF, 418 KB

english, 2016

8

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

István Gyöngy, Miklós Rásonyi

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 212 KB

english, 2011

9

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

Year:

2015

Language:

english

File:

PDF, 582 KB

english, 2015

10

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

Rásonyi, Miklós, Rodrigues, Andrea M.

Journal:

Annals of Finance

Year:

2013

Language:

english

File:

PDF, 345 KB

english, 2013

11

Optimal Investment with Nonconcave Utilities in Discrete-Time Markets

Rásonyi, Miklós

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 192 KB

english, 2015

12

Maximizing expected utility in the Arbitrage Pricing Model

Rásonyi, Miklós

Journal:

Journal of Mathematical Analysis and Applications

Year:

2017

Language:

english

File:

PDF, 390 KB

english, 2017

13

The Fundamental Theorem of Asset Pricing Under Transaction Costs

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

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 358 KB

english, 2011

14

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

Martin L. D. Mbele Bidima, Miklos Rasonyi

Journal:

Annals of Operations Research

Year:

2012

Language:

english

File:

PDF, 569 KB

english, 2012

15

Diversity and No Arbitrage

Herczegh, Attila, Prokaj, Vilmos, Rásonyi, Miklós

Journal:

Stochastic Analysis and Applications

Year:

2014

Language:

english

File:

PDF, 150 KB

english, 2014

16

The fundamental theorem of asset pricing under transaction costs

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi

Journal:

Finance and Stochastics

Year:

2012

Language:

english

File:

PDF, 1.04 MB

english, 2012

17

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

Year:

2003

Language:

english

File:

PDF, 160 KB

english, 2003

18

No-arbitrage criteria for financial markets with efficient friction

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker

Journal:

Finance and Stochastics

Year:

2002

Language:

english

File:

PDF, 113 KB

english, 2002

19

Age-Dependent Seizure Semiology in Temporal Lobe Epilepsy

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

Journal:

Year:

2007

Language:

english

File:

PDF, 127 KB

english, 2007

20

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

A. Bruinink, T. Rasonyi, C. Sidler

Journal:

Year:

1998

Language:

english

File:

PDF, 66 KB

english, 1998

21

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

Laurence Carassus and Miklós Rásonyi

Journal:

Mathematics of Operations Research

Year:

2007

Language:

english

File:

PDF, 1.88 MB

english, 2007

22

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

Laurence Carassus, Miklós Rásonyi

Journal:

Acta Applicandae Mathematicae

Year:

2007

Language:

english

File:

PDF, 428 KB

english, 2007

23

Local and True Martingales in Discrete Time

Prokaj, V., Rásonyi, M.

Journal:

Theory of Probability & Its Applications

Year:

2011

Language:

english

File:

PDF, 160 KB

english, 2011

24

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

Year:

1999

Language:

english

File:

PDF, 418 KB

english, 1999

25

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

Year:

2011

Language:

english

File:

PDF, 641 KB

english, 2011

26

Hedging, arbitrage and optimality with superlinear frictions

Guasoni, Paolo, Rásonyi, Miklós

Journal:

The Annals of Applied Probability

Year:

2015

Language:

english

File:

PDF, 288 KB

english, 2015

27

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

Year:

2018

Language:

english

File:

PDF, 802 KB

english, 2018

28

Fragility of arbitrage and bubbles in local martingale diffusion models

Guasoni, Paolo, Rásonyi, Miklós

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 611 KB

english, 2015

29

Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models

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

Journal:

Theory of Probability & Its Applications

Year:

2016

Language:

english

File:

PDF, 206 KB

english, 2016

30

Intentional seizure interruption may decrease the seizure frequency in drug-resistant temporal lobe epilepsy

J JANSZKY, A SZÜCS, G RASONYI, R SCHULZ, M HOPPE, A HOLLO, G BARCS, A KELEMEN, P HALASZ, A EBNER

Journal:

Year:

2004

Language:

english

File:

PDF, 81 KB

english, 2004

31

[IEEE 2010 12th International Workshop on Cellular Nanoscale Networks and their Applications (CNNA 2010) - Berkeley, CA, USA (2010.02.3-2010.02.5)] 2010 12th International Workshop on Cellular Nanoscale Networks and their Applications (CNNA 2010) - Fast computation of particle filters on processor arrays

Horvath, Andras, Rasonyi, Miklos

Year:

2010

Language:

english

File:

PDF, 506 KB

english, 2010

32

Consistent Price Systems and Face-Lifting Pricing under Transaction Costs

Paolo Guasoni, Miklós Rásonyi and Walter Schachermayer

Journal:

The Annals of Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.93 MB

english, 2008

33

Postoperative interictal spikes during sleep contralateral to the operated side is associated with unfavourable surgical outcome in patients with preoperative bitemporal spikes

P. Halász, J. Janszky, G.Y. Rásonyi, G. Barcs, Anna Szűcs, A. Holló, Anna Kelemen, Zsófia Clemens, Zita Csepella

Journal:

Year:

2004

Language:

english

File:

PDF, 120 KB

english, 2004

34

Trading Fractional Brownian Motion

Guasoni, Paolo, Nika, Zsolt, Rasonyi, Miklos

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 383 KB

english, 2017

35

Polymorphisms of human glucocorticoid receptor gene in systemic lupus erythematosus: a single-centre result

Bazsó, Anna, Szappanos, Ágnes, Rásonyi, Rita, Nagy, Eszter, Farkas, Abigél, Várnai, Blanka, Patócs, Attila, Kiss, Emese, Poór, Gyula

Journal:

Clinical Rheumatology

Year:

2019

Language:

english

File:

PDF, 213 KB

english, 2019

36

P08-S Combined electromagnetic source imaging in presurgical evaluation

Duez, Lene, Tankisi, Hatice, Hansen, Peter Orm, Sabers, Anne, Pinborg, Lars, Fabricius, Martin, Rásonyi, György, Rubboli, Guido, Pedersen, Birthe, Leffers, Anne-Mette, Uldall, Peter, Jespersen, Bo, Br

Journal:

Clinical Neurophysiology

Year:

2019

Language:

english

File:

PDF, 37 KB

english, 2019

37

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:

Year:

2008

Language:

english

File:

PDF, 89 KB

english, 2008

38

Long-term outcome after temporal lobe surgery—Prediction of late worsening of seizure control

Anna Kelemen, Péter Barsi, Lóránd Erőss, János Vajda, Sándor Czirják, Csaba Borbély, György Rásonyi, Péter Halász

Journal:

Year:

2006

Language:

english

File:

PDF, 274 KB

english, 2006

39

Increased mesiotemporal delta activity characterizes virtual navigation in humans

Clemens, Zsófia, Borbély, Csaba, Weiss, Béla, Erőss, Loránd, Szűcs, Anna, Kelemen, Anna, Fabó, Dániel, Rásonyi, György, Janszky, József, Halász, Péter

Journal:

Neuroscience Research

Year:

2013

Language:

english

File:

PDF, 3.11 MB

english, 2013

40

[IEEE 44th IEEE Conference on Decision and Control - Seville, Spain (12-15 Dec. 2005)] Proceedings of the 44th IEEE Conference on Decision and Control - Log-optimal currency portfolios and control Lyapunov exponents

Gerencseer, L., Rasonyi, M., Szepesvari, C.S., Vago, Z.S.

Year:

2005

Language:

english

File:

PDF, 177 KB

english, 2005

41

On utility maximization without passing by the dual problem

Rásonyi, Miklós

Journal:

Year:

2018

Language:

english

File:

PDF, 1.52 MB

english, 2018

42

Letters to the Editor

J. Janszky, P. Halász, G. Rásonyi

Journal:

Year:

1999

Language:

english

File:

PDF, 226 KB

english, 1999

43

A Serum-free neurotoxicity screening system using embryonic chick cells (SCENT)

Birchler, F., Rasonyi, T., Zimmerman, G., Bruinink, A., Müller, J., Shah-Derler, B., Sidler, C., Reiser, R.

Journal:

Toxicology Letters

Year:

1994

Language:

english

File:

PDF, 153 KB

english, 1994

44

A3.18 Comparison and evaluation of different anti-DSDNA antibody detection methodologies in a cohort of Hungarian patients

Nagy, E, Gergely, P, Kiss, E, de Jong, J, Hamann, D, Rasonyi, R, Kenessey, I, Poór, Gy

Journal:

Annals of the Rheumatic Diseases

Year:

2014

Language:

english

File:

PDF, 51 KB

english, 2014

45

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:

Year:

2009

Language:

english

File:

PDF, 1.82 MB

english, 2009

46

Consistent price systems and face-lifting pricing under transaction costs

Guasoni, Paolo, Rásonyi, Miklós, Schachermayer, Walter

Journal:

The Annals of Applied Probability

Year:

2008

File:

PDF, 263 KB

2008

47

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

Journal:

International Journal of Adaptive Control and Signal Processing

Year:

2010

Language:

english

File:

PDF, 198 KB

english, 2010

48

Outcome of vagus nerve stimulation for epilepsy in Budapest

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

Journal:

Year:

2010

Language:

english

File:

PDF, 145 KB

english, 2010

49

A2.36 Genetic variability and gout

M. Palinkas, R. Rasonyi, C. Kiss, P. Juhasz, J. Donath, I. Miko, L. Szekeres, A. Tordai, H. Andrikovics, E. Szabo, G. Varady, B. Sarkadi, G. Poor

Year:

2015

Language:

english

File:

PDF, 107 KB

english, 2015

50

Enhanced expression of potassium-chloride cotransporter KCC2 in human temporal lobe epilepsy

Karlócai, Mária R., Wittner, Lucia, Tóth, Kinga, Maglóczky, Zsófia, Katarova, Zoja, Rásonyi, György, Erőss, Loránd, Czirják, Sándor, Halász, Péter, Szabó, Gábor, Payne, John A., Kaila, Kai, Freund, Ta

Journal:

Brain Structure and Function (Anatomy and Embryology 1891-2006)

Year:

2016

Language:

english

File:

PDF, 2.70 MB

english, 2016

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