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Dive into the research topics where Mete Soner is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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Stochastic optimal control with high-dimensional data
NSF - National Science Foundation
6/15/21 → 5/31/24
Project: Research project
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Deep empirical risk minimization in finance: Looking into the future
Reppen, A. M. & Soner, H. M., Jan 2023, In: Mathematical Finance. 33, 1, p. 116-145 30 p.Research output: Contribution to journal › Article › peer-review
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Martingale optimal transport duality
Cheridito, P., Kiiski, M., Prömel, D. J. & Soner, H. M., Apr 2021, In: Mathematische Annalen. 379, 3-4, p. 1685-1712 28 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Viability and Arbitrage Under Knightian Uncertainty
Burzoni, M., Riedel, F. & Soner, H. M., May 2021, In: Econometrica. 89, 3, p. 1207-1234 28 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Conditional Davis pricing
Larsen, K., Soner, H. M. & Žitković, G., Jul 1 2020, In: Finance and Stochastics. 24, 3, p. 565-599 35 p.Rutgers, The State University, Princeton University
Research output: Contribution to journal › Article › peer-review
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Optimal dividend policies with random profitability
Reppen, A. M., Rochet, J. C. & Soner, H. M., Jan 1 2020, In: Mathematical Finance. 30, 1, p. 228-259 32 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations