Miklós Rásonyi
E-mail: ra**nyi@sztaki.hu
If you are not a robot, please replace the stars with the
third and fourth characters of my surname.
A recent preprint
Consistent
price systems and face-lifting pricing under transaction costs, with
Paolo Guasoni and Walter Schachermayer, appeared in Annals of Probability,
vol. 18, 491--520, 2008; improved version.
CV
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Publications
Links
MTA SZTAKI Stochastic
Systems Research Group
Plan
Current research interests: mathematical finance, HMM models,
nonlinear filtering.
