The following pages link to Miklós Rásonyi (Q457786):
Displaying 26 items.
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- (Q4802412) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- From small markets to big markets (Q4989142) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Behavioral Investors in Conic Market Models (Q5120715) (← links)
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
- Local and True Martingales in Discrete Time (Q5198650) (← links)
- Optimal investment under behavioural criteria –- a dual approach (Q5245479) (← links)
- Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do (Q5388019) (← links)
- (Q5493566) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- On the ergodicity of certain Markov chains in random environments (Q6071174) (← links)
- Functional central limit theorem and strong law of large numbers for stochastic gradient Langevin dynamics (Q6073851) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities (Q6159389) (← links)
- Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms (Q6162009) (← links)
- Ergodic theorems for queuing systems with dependent inter-arrival times (Q6337986) (← links)
- Ergodic aspects of trading with threshold strategies (Q6384248) (← links)
- On the strong stability of ergodic iterations (Q6509594) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- Rate estimates for total variation distance with applications (Q6756689) (← links)
