Wellposedness of second order backward SDEs
Soner, H. Mete, Touzi, Nizar, Zhang, Jianfeng
Published in Probability theory and related fields (01.06.2012)
Published in Probability theory and related fields (01.06.2012)
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Journal Article
Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case
Possamaï, Dylan, Soner, H. Mete, Touzi, Nizar
Published in Communications in partial differential equations (02.11.2015)
Published in Communications in partial differential equations (02.11.2015)
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Journal Article
Synchronization in a Kuramoto mean field game
Carmona, Rene, Cormier, Quentin, Soner, H. Mete
Published in Communications in partial differential equations (02.09.2023)
Published in Communications in partial differential equations (02.09.2023)
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Journal Article
Deep level-set method for Stefan problems
Shkolnikov, Mykhaylo, Mete Soner, H., Tissot-Daguette, Valentin
Published in Journal of computational physics (15.04.2024)
Published in Journal of computational physics (15.04.2024)
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Journal Article
TRADING WITH SMALL PRICE IMPACT
Moreau, Ludovic, Muhle‐Karbe, Johannes, Soner, H. Mete
Published in Mathematical finance (01.04.2017)
Published in Mathematical finance (01.04.2017)
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Journal Article
Hedging with temporary price impact
Bank, Peter, Soner, H. Mete, Voß, Moritz
Published in Mathematics and financial economics (01.03.2017)
Published in Mathematics and financial economics (01.03.2017)
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Journal Article
Martingale optimal transport duality
Cheridito, Patrick, Kiiski, Matti, Prömel, David J., Soner, H. Mete
Published in Mathematische annalen (01.04.2021)
Published in Mathematische annalen (01.04.2021)
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Journal Article
Merton Problem with Taxes: Characterization, Computation, and Approximation
Tahar, Imen Ben, Soner, H. Mete, Touzi, Nizar
Published in SIAM journal on financial mathematics (01.01.2010)
Published in SIAM journal on financial mathematics (01.01.2010)
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Journal Article
Wellposedness of second order backward SDEs
Soner, H. Mete, Touzi, Nizar, Zhang, Jianfeng
Published in Probability theory and related fields (01.06.2012)
Published in Probability theory and related fields (01.06.2012)
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Journal Article
Optimal dividend policies with random profitability
Reppen, A. Max, Rochet, Jean‐Charles, Soner, H. Mete
Published in IDEAS Working Paper Series from RePEc (01.01.2020)
Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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Journal Article
Paper
A Primer on Portfolio Choice with Small Transaction Costs
Muhle-Karbe, Johannes, Reppen, Max, Soner, H. Mete
Published in Annual review of financial economics (01.01.2017)
Published in Annual review of financial economics (01.01.2017)
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Journal Article