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Rásonyi M
Publications in Math-Net.Ru
Behavioral investors in conic market models
Teor. Veroyatnost. i Primenen.
,
65
:2 (2020),
420–430
Optimal investment under behavioral criteria in incomplete diffusion market models
Teor. Veroyatnost. i Primenen.
,
60
:4 (2015),
720–739
Local and true martingales in discrete time
Teor. Veroyatnost. i Primenen.
,
55
:2 (2010),
398–405
A Note on Martingale Measures with Bounded Densities
Trudy Mat. Inst. Steklova
,
237
(2002),
212–216
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Steklov Math. Inst. of RAS
, 2024