Welcome, visitor.


Dr Miklós Rásonyi

MTA Alfréd Rényi Institute of Mathematics
Reáltanoda utca 13-15.
Budapest 1053, Hungary
E-mail: surname_of_miklos@renyi.mta.hu

Documents:

Curriculum vitae

List of publications


Research interests:

Probability and its applications, financial mathematics: optimal investment, non-Markovian market models, non-concave utilities, markets with frictions, arbitrage theory, hidden Markov models.


"La musique est une mathématique mystérieuse dont les éléments participent de l'Infini." (Claude Debussy)