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~person:"Rásonyi, Miklós"
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Search: subject_exact:"Arbitrage Pricing"
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Arbitrage Pricing
8
Arbitrage pricing
8
Theorie
7
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5
Transaktionskosten
5
Financial economics
3
Kapitalmarkttheorie
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Option pricing theory
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Utility maximization
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Rásonyi, Miklós
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Björk, Tomas
15
Diebold, Francis X.
14
Le Van, Cuong
13
Christensen, Jens H. E.
10
Kabanov, Jurij M.
10
Gromb, Denis
9
Jouini, Elyès
9
Sun, Yeneng
9
Entorf, Horst
8
Jamin, Gösta
8
Page, Frank H.
8
Wilhelm, Jochen
8
Dana, Rose-Anne
7
Fletcher, Jonathan
7
Herings, Peter Jean-Jacques
7
Khan, Ali
7
Kondor, Péter
7
Lepinette, Emmanuel
7
Nietert, Bernhard
7
Pagano, Marco
7
Pesaran, M. Hashem
7
Schachermayer, Walter
7
Chamberlain, Gary
6
Friberg, Richard
6
Rothschild, Michael
6
Wooders, Myrna Holtz
6
Beißner, Patrick
5
Bodie, Zvi
5
Cassese, Gianluca
5
Cauchie, Séverine
5
Croitoru, Benjamin
5
Delbaen, Freddy
5
Evstigneev, Igor V.
5
Fontana, Claudio
5
Hahn, Guangsug
5
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Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Annals of finance
1
International journal of theoretical and applied finance
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
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ECONIS (ZBW)
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1
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Arbitrage under transaction costs revisited
Rásonyi, Miklós
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 211-225)
.
2009
Persistent link: https://www.econbiz.de/10003948896
Saved in:
5
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
6
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
Saved in:
7
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Saved in:
8
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
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