Consistent price systems and face-lifting pricing under transaction costs P Guasoni, M Rásonyi, W Schachermayer | 153 | 2008 |

A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients I Gyöngy, M Rásonyi Stochastic processes and their applications 121 (10), 2189-2200, 2011 | 152 | 2011 |

The fundamental theorem of asset pricing for continuous processes under small transaction costs P Guasoni, M Rásonyi, W Schachermayer Annals of Finance 6 (2), 157-191, 2010 | 135 | 2010 |

No-arbitrage criteria for financial markets with efficient friction Y Kabanov, M Rásonyi, C Stricker Finance and Stochastics 6, 371-382, 2002 | 131 | 2002 |

On utility maximization in discrete-time financial market models M Rásonyi, L Stettner | 96 | 2005 |

The fundamental theorem of asset pricing under transaction costs P Guasoni, E Lépinette, M Rásonyi Finance and Stochastics 16, 741-777, 2012 | 83 | 2012 |

On the closedness of sums of convex cones in and the robust no-arbitrage property Y Kabanov, M Rásonyi, C Stricker Finance and Stochastics 7 (3), 403-411, 2003 | 76 | 2003 |

On stochastic gradient langevin dynamics with dependent data streams: The fully nonconvex case NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang SIAM Journal on Mathematics of Data Science 3 (3), 959-986, 2021 | 62 | 2021 |

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M Barkhagen, NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang | 41 | 2021 |

On optimal investment for a behavioral investor in multiperiod incomplete market models L Carassus, M Rasonyi Mathematical Finance 25 (1), 115-153, 2015 | 41 | 2015 |

Fragility of arbitrage and bubbles in local martingale diffusion models P Guasoni, M Rásonyi Finance and Stochastics 19, 215-231, 2015 | 32 | 2015 |

Hedging, arbitrage and optimality with superlinear frictions P Guasoni, M Rásonyi | 31 | 2015 |

Trading fractional Brownian motion P Guasoni, Z Nika, M Rásonyi SIAM journal on financial mathematics 10 (3), 769-789, 2019 | 30 | 2019 |

Optimal strategies and utility-based prices converge when agents’ preferences do L Carassus, M Rásonyi Mathematics of Operations Research 32 (1), 102-117, 2007 | 28 | 2007 |

Arbitrage under transaction costs revisited M Rásonyi Optimality and Risk-Modern Trends in Mathematical Finance: The Kabanov …, 2010 | 27 | 2010 |

Optimal portfolio choice for a behavioural investor in continuous-time markets M Rásonyi, AM Rodrigues Annals of Finance 9, 291-318, 2013 | 26 | 2013 |

Maximization of nonconcave utility functions in discrete-time financial market models L Carassus, M Rásonyi Mathematics of Operations Research 41 (1), 146-173, 2016 | 25 | 2016 |

Taming neural networks with tusla: Nonconvex learning via adaptive stochastic gradient langevin algorithms A Lovas, I Lytras, M Rásonyi, S Sabanis SIAM Journal on Mathematics of Data Science 5 (2), 323-345, 2023 | 23 | 2023 |

On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models Y Kabanov, R Liptser, J Stoyanov, M Résonyi, L Stettner From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 21 | 2006 |

On fixed gain recursive estimators with discontinuity in the parameters HN Chau, C Kumar, M Rásonyi, S Sabanis ESAIM: Probability and Statistics 23, 217-244, 2019 | 19 | 2019 |