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H. Mete Soner

Identifiers

  • name variant H. Mete Soner 0.60 · backfill

Papers (23)

  1. Discrete dividend payments in continuous time math.OC · 2018 · author #3
  2. Viability and Arbitrage under Knightian Uncertainty econ.GN · 2017 · author #3
  3. Optimal dividend policies with random profitability math.OC · 2017 · author #3
  4. A Primer on Portfolio Choice with Small Transaction Costs q-fin.PM · 2016 · author #3
  5. Optimal Consumption and Investment with Fixed and Proportional Transaction Costs q-fin.PM · 2016 · author #3
  6. Constrained Optimal Transport math.FA · 2016 · author #2
  7. Convex duality with transaction costs q-fin.MF · 2015 · author #2
  8. Facelifting in Utility Maximization q-fin.PM · 2014 · author #2
  9. Trading with Small Price Impact q-fin.PM · 2014 · author #3
  10. Asymptotics for Fixed Transaction Costs q-fin.PM · 2013 · author #3
  11. Homogenization and asymptotics for small transaction costs: the multidimensional case math.AP · 2012 · author #2
  12. Martingale Optimal Transport and Robust Hedging in Continuous Time math.PR · 2012 · author #2
  13. Large liquidity expansion of super-hedging costs q-fin.PR · 2012 · author #3
  14. Approximating stochastic volatility by recombinant trees q-fin.CP · 2012 · author #3
  15. Homogenization and asymptotics for small transaction costs math.OC · 2012 · author #1
  16. Vortex density models for superconductivity and superfluidity math-ph · 2011 · author #4
  17. Weak Approximation of G-Expectations math.PR · 2011 · author #3
  18. Superhedging and Dynamic Risk Measures under Volatility Uncertainty q-fin.RM · 2010 · author #2
  19. Wellposedness of Second Order Backward SDEs math.PR · 2010 · author #1
  20. Dual formulation of second order target problems math.PR · 2010 · author #1
  21. Quasi-sure Stochastic Analysis through Aggregation math.PR · 2010 · author #1
  22. Small time path behavior of double stochastic integrals and applications to stochastic control math.PR · 2006 · author #2
  23. Second order backward stochastic differential equations and fully non-linear parabolic PDEs math.PR · 2005 · author #2

Mentions

  • 1707.03335 #3 · arxiv_oai · confidence 0.70 H. Mete Soner
  • 1502.01735 #2 · backfill · confidence 0.70 H. Mete Soner
  • 1404.2227 #2 · backfill · confidence 0.70 H. Mete Soner
  • 1402.5304 #3 · backfill · confidence 0.70 H. Mete Soner
  • 1306.2802 #3 · backfill · confidence 0.70 H. Mete Soner
  • 1212.6275 #2 · backfill · confidence 0.70 H. Mete Soner
  • 1208.4922 #2 · backfill · confidence 0.70 H. Mete Soner
  • 1208.3785 #3 · backfill · confidence 0.70 H. Mete Soner
  • 1205.3555 #3 · backfill · confidence 0.70 H. Mete Soner
  • 1202.6131 #1 · backfill · confidence 0.70 H. Mete Soner
  • 1112.0293 #4 · backfill · confidence 0.70 H. Mete Soner
  • 1103.0575 #3 · backfill · confidence 0.70 H. Mete Soner
  • 1011.2958 #2 · backfill · confidence 0.70 H. Mete Soner
  • 1003.6053 #1 · backfill · confidence 0.70 H. Mete Soner
  • 1003.6050 #1 · backfill · confidence 0.70 H. Mete Soner
  • 1003.4431 #1 · backfill · confidence 0.70 H. Mete Soner

Frequent Coauthors