No-arbitrage criteria for financial markets with efficient friction. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2002)

Controlled Lyapunov-exponents in optimization and finance. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (ECC, 2003)

On the closedness of sums of convex cones in L0 and the robust no-arbitrage property. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2003)

Equivalent martingale measures for large financial markets in discrete time. - Miklós Rásonyi (Math. Methods Oper. Res., 2003)

Controlled Lyapunov-exponents with applications. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (CDC, 2004)

Log-optimal currency portfolios and control Lyapunov exponents. - László Gerencsér; Miklós Rásonyi; Csaba Szepesvári; Zsuzsanna Vágó (CDC/ECC, 2005)

Convergence of Utility Indifference Prices to the Superreplication Price. - Laurence Carassus; Miklós Rásonyi (Math. Methods Oper. Res., 2006)

Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do. - Laurence Carassus; Miklós Rásonyi (Math. Oper. Res., 2007)

Rehabilitating Fractal Models in Finance. - Miklós Rásonyi (ERCIM News, 2009)

On long-term arbitrage opportunities in Markovian models of financial markets. - Martin Le Doux Mbele Bidima; Miklós Rásonyi (Ann. Oper. Res., 2012)

The fundamental theorem of asset pricing under transaction costs. - Paolo Guasoni; Emmanuel Lépinette; Miklós Rásonyi (Finance Stochastics, 2012)

Implementation of cellular genetic algorithms on a CNN chip: Simulations and experimental results. - András Horváth; Miklós Rásonyi (Int. J. Circuit Theory Appl., 2012)

Topographic implementation of particle filters on cellular processor arrays. - András Horváth; Miklós Rásonyi (Signal Process., 2013)

Fragility of arbitrage and bubbles in local martingale diffusion models. - Paolo Guasoni; Miklós Rásonyi (Finance Stochastics, 2015)

Optimal Investment with Nonconcave Utilities in Discrete-Time Markets. - Miklós Rásonyi (SIAM J. Financial Math., 2015)

Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. - Laurence Carassus; Miklós Rásonyi (Math. Oper. Res., 2016)

Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions. - Huy N. Chau; Miklós Rásonyi (SIAM J. Control. Optim., 2017)

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. - Romain Blanchard; Laurence Carassus; Miklós Rásonyi (Math. Methods Oper. Res., 2018)

Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework. - Algo Carè; Balázs Csanád Csáji; Balázs Gerencsér; László Gerencsér; Miklós Rásonyi (CDC, 2019)

Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning in the Big Data Regime. - Huy N. Chau; Miklós Rásonyi (CoRR, 2019)

On the Poisson Equation of Parameter-Dependent Markov Chains. - Algo Carè; Balázs Csanád Csáji; Balázs Gerencsér; László Gerencsér; Miklós Rásonyi (CoRR, 2019)

Trading Fractional Brownian Motion. - Paolo Guasoni; Zsolt Nika; Miklós Rásonyi (SIAM J. Financial Math., 2019)

Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms. - Attila Lovas; Iosif Lytras; Miklós Rásonyi; Sotirios Sabanis (CoRR, 2020)

Risk-Neutral Pricing for Arbitrage Pricing Theory. - Laurence Carassus; Miklós Rásonyi (J. Optim. Theory Appl., 2020)

Ergodic theorems for queuing systems with dependent inter-arrival times. - Attila Lovas; Miklós Rásonyi (Oper. Res. Lett., 2021)

On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case. - Ngoc Huy Chau; Éric Moulines; Miklós Rásonyi; Sotirios Sabanis; Ying Zhang 037 (SIAM J. Math. Data Sci., 2021)

Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics. - Attila Lovas; Miklós Rásonyi (CoRR, 2022)

Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms. - Attila Lovas; Iosif Lytras; Miklós Rásonyi; Sotirios Sabanis (SIAM J. Math. Data Sci., 2023)

Short Communication: Utility-Based Acceptability Indices. - Marcin Pitera; Miklós Rásonyi (SIAM J. Financial Math., 2024)

Ergodic aspects of trading with threshold strategies. - Attila Lovas; Miklós Rásonyi (Ann. Oper. Res., 2024)

On the strong stability of ergodic iterations. - László Györfi; Attila Lovas; Miklós Rásonyi (J. Appl. Probab., 2025)