Consistent price systems and face-lifting pricing under transaction costs P Guasoni, M Rásonyi, W Schachermayer | 152 | 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 | 134 | 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, 2010 | 129 | 2010 |

No-arbitrage criteria for financial markets with efficient friction Y Kabanov, M Rásonyi, C Stricker Finance and Stochastics 6, 371-382, 2002 | 124 | 2002 |

On utility maximization in discrete-time financial market models M Rásonyi, L Stettner | 88 | 2005 |

The fundamental theorem of asset pricing under transaction costs P Guasoni, E Lépinette, M Rásonyi Finance and Stochastics 16, 741-777, 2012 | 79 | 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 | 72 | 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 | 46 | 2021 |

On optimal investment for a behavioral investor in multiperiod incomplete market models L Carassus, M Rasonyi Mathematical Finance 25 (1), 115-153, 2015 | 40 | 2015 |

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 | 32 | 2021 |

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 | 29 | 2015 |

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

Optimal strategies and utility-based prices converge when agents’ preferences do L Carassus, M Rásonyi Mathematics of Operations Research 32 (1), 102-117, 2007 | 27 | 2007 |

Optimal portfolio choice for a behavioural investor in continuous-time markets M Rásonyi, AM Rodrigues Annals of Finance 9, 291-318, 2013 | 25 | 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 | 22 | 2016 |

Trading fractional Brownian motion P Guasoni, Z Nika, M Rásonyi SIAM journal on financial mathematics 10 (3), 769-789, 2019 | 20 | 2019 |

On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models M Rásonyi, L Stettner From stochastic calculus to mathematical finance, 589-608, 2006 | 20 | 2006 |

New methods in the arbitrage theory of financial markets with transaction costs M Rásonyi Séminaire de Probabilités XLI, 455-462, 2008 | 19 | 2008 |

Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms A Lovas, I Lytras, M Rásonyi, S Sabanis arXiv preprint arXiv:2006.14514, 2020 | 18 | 2020 |