D
Applications in Economics and Finance
  1. A Multivariate Utility Function. Applied Mathematical Papers (Alkalmazott Matematikai Lapok) 21(2004) 131-149. With G. Mádi-Nagy (in Hungarian).
  2. Lower and Upper Bounds for the Actuarial Present Value of Annuity in Case of Stochastically Dependent Lifetimes. Applied Mathematical Papers (Alkalmazott Matematikai Lapok), 21(2004) 199-214. With A. Horváth (in Hungarian).
  3. A Class of Multivariate Strong Utility Functions. Economic Theory 34(2008) 591-602. With G. Mádi-Nagy.
  4. On the Analytical-Numerical Valuation of the Bermudan and American Options. Quantitative Finance 10 (2010) 59-74. First published on: 22 May 2009 (iFirst). With T. Szántai.
  5. Multivariate Value at Risk and Related Topics. Annals of Operations Research 2010 doi: 10.1007/s10479-010-0790-2.
  6. Bounding Expectations of Functions of Random Vectors with Given Marginals and some Moments: Applications of the Multivariate Discrete Moment Problem. Mathematical Inequalities and Application 15 (2011) 101-122. With G. Mádi-Nagy.
  7. Determination of the water content of natural streamflows. Applied Mathematical Papers (Alkalmazott Matematikai Lapok) to appear. With T. Szántai and I. Zsuffa (in Hungarian).
  8. On the Binomial Tree Method and other Issues in Connection with the Pricing of the Bermudan and American Options. Quantitative Finance, to appear. With T. Szántai.