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Fleming, Wendell Helms [Author]; Soner, H. Mete [Author]; Soner, Halil Mete [Author]

Controlled Markov processes and viscosity solutions

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New York; Berlin; Heidelberg [u.a.]: Springer, c 1993

Published in: Applications of mathematics ; 25
Fleming, Wendell Helms [Author]; Soner, Halil Mete [Author]

Controlled Markov processes and viscosity solutions - [2. ed.]

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New York, [Heidelberg]: Springer, 2006

Published in: Stochastic modelling and applied probability ; 25.2006
Fleming, Wendell H [Author] ; Sethi, Suresh [Other]; Soner, Halil Mete [Other]

An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand

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https://ssrn.com/abstract=1097453

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[S.l.]: SSRN, [2017]
Graewe, Paulwin [Author] ; Horst, Ulrich [Contributor]; Sircar, Ronnie [Contributor]; Soner, H. Mete [Contributor]

Optimal liquidation problems and HJB equations with singular terminal condition

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http://edoc.hu-berlin.de/18452/18428

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2017-05-05
Dolinsky, Yan [Author]; Soner, Halil Mete [Author]

Convex duality with transaction costs

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https://ssrn.com/abstract=2881309

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Geneva: Swiss Finance Institute, April 21, 2016

Published in: Swiss Finance Institute: Research paper series ; 2016,71
Dolinsky, Yan [Author]; Soner, Halil Mete [Author]

Martingale optimal transport and robust hedging in continuous time

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https://ssrn.com/abstract=2245481

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Genève: Swiss Finance Inst., 2013

Published in: Swiss Finance Institute: Research paper series ; 2013,13
Dolinsky, Yan [Author]; Soner, Halil Mete [Author]

Martingale optimal transport in the Skorokhod space

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https://ssrn.com/abstract=2512292

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Geneva: Swiss Finance Inst., 2014

Published in: Swiss Finance Institute: Research paper series ; 2014,62
Dolinsky, Yan [Author]; Soner, Halil Mete [Author]

Robust hedging with proportional transaction costs

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https://ssrn.com/abstract=2240840

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Genève: Swiss Finance Inst., 2013

Published in: Swiss Finance Institute: Research paper series ; 2013,11
Soner, Halil Mete [Author]; Vukelja, Mirjana [Author]

Utility maximization in an illiquid market

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https://ssrn.com/abstract=2247328

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Genève: Swiss Finance Inst., 2013

Published in: Swiss Finance Institute: Research paper series ; 2013,17
Soner, Halil Mete [Author]; Touzi, Nizar [Author]

Homogenization and asymptotics for small transaction costs

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https://ssrn.com/abstract=2031571

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Genève: Swiss Finance Inst., 2012

Published in: Swiss Finance Institute: Research paper series ; 2012,13
Nutz, Marcel [Author]; Soner, Halil Mete [Author]

Superhedging and dynamic risk measures under volatility uncertainty

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https://ssrn.com/abstract=1739781

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Genève: Swiss Finance Inst., 2010

Published in: Swiss Finance Institute: Research paper series ; 2010,52
Burzoni, Matteo [Author]; Riedel, Frank [Author]; Soner, H. Mete [Author]

Viability and Arbitrage Under Knightian Uncertainty

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Hoboken, NJ: Wiley, 2021
Ignazio, Vincenzo [Author] ; Da Lio, Francesca [Contributor]; Soner, Mete H. [Contributor]; Teichmann, Josef [Contributor]

Mean Field Game Partial Differential Equations and Measured Valued Jump Diffiusons

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https://hdl.handle.net/20.500.11850/450396

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ETH Zurich, 2020
Larsen, Kasper [Author]; Soner, Halil Mete [Author]; Zitkovic, Gordan [Author]

Conditional Davis pricing

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[Geneva]: Swiss Finance Institute, August 13, 2018

Published in: Swiss Finance Institute: Research paper series ; 2018,39
Burzoni, Matteo [Author]; Riedel, Frank [Author]; Soner, Halil Mete [Author]

Viability and arbitrage under Knightian uncertainty

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[Geneva]: Swiss Finance Institute, July 12, 2017

Published in: Swiss Finance Institute: Research paper series ; 2017,48
Bank, Peter [Author]; Soner, Halil Mete [Author]; Voss, Moritz [Author]

Hedging with temporary price impact

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https://ssrn.com/abstract=2881299

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Geneva: Swiss Finance Institute, March 22, 2016

Published in: Swiss Finance Institute: Research paper series ; 2016,72
Larsen, Kasper [Author]; Soner, Halil Mete [Author]; Žitković, Gordan [Author]

Facelifting in utility maximization

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https://ssrn.com/abstract=2512235

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Genève: Swiss Finance Inst., 2014

Published in: Swiss Finance Institute: Research paper series ; 2014,61
Bouchard, Bruno [Author]; Moreau, Ludovic [Author]; Soner, Halil Mete [Author]

Hedging under an expected loss constraint with small transaction costs

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https://ssrn.com/abstract=2512205

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Genève: Swiss Finance Inst., 2014

Published in: Swiss Finance Institute: Research paper series ; 2014,60
Dolinsky, Yan [Author]; Nutz, Marcel [Author]; Soner, Halil Mete [Author]

Weak approximation of G-expectations

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https://ssrn.com/abstract=1792705

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Genève: Swiss Finance Inst., 2011

Published in: Swiss Finance Institute: Research paper series ; 2011,09
Voß, Moritz [Author] ; Bank, Peter [Degree supervisor]; Bank, Peter [Other]; Horst, Ulrich [Other]; Soner, Halil Mete [Other]

Dynamic hedging in illiquid financial markets

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https://d-nb.info/1156010551/34

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Berlin: Technische Universität Berlin, 2017

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