Miklós Rásonyi

Finance · 2005–2015

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Miklós Rásonyi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Walter Schachermayer
  2. Paolo Guasoni
  3. Julien Hugonnier
  4. A. Davie
  5. Dmitry O. Kramkov
  6. Yuri M. Kabanov
  7. Marco Frittelli
  8. Ioannis Karatzas
  9. Patrick Cheridito

Who trusts Miklós Rásonyi overall

  1. Christian Bender
  2. Steffen Dereich
  3. Paolo Guasoni

Papers from Miklós Rásonyi's perspective

Ordered by how strongly the researchers Miklós Rásonyi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Arbitrage with fractional Brownian motion
  2. NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
  3. The fundamental theorem of asset pricing for continuous processes under small transaction costs
  4. Arbitrage Opportunities for a Class of Gladyshev Processes
  5. Consistent price systems and face-lifting pricing under transaction costs
  6. The Malliavin Calculus and Related Topics
  7. The Mathematics of Arbitrage
  8. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
  9. Optimal investment with transaction costs and without semimartingales
  10. The Empirical Analysis of Long-term Memory in Stock Market

Their papers