Applications in Economics and Finance
- A Multivariate Utility Function. Applied Mathematical Papers (Alkalmazott Matematikai Lapok) 21(2004) 131-149. With G. Mádi-Nagy (in Hungarian).
- 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).
- A Class of Multivariate Strong Utility Functions. Economic Theory 34(2008) 591-602. With G. Mádi-Nagy.
- 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.
- Multivariate Value at Risk and Related Topics. Annals of Operations Research 2010 doi: 10.1007/s10479-010-0790-2.
- 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.
- Determination of the water content of natural streamflows. Applied Mathematical Papers (Alkalmazott Matematikai Lapok) to appear. With T. Szántai and I. Zsuffa (in Hungarian).
- 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.