Projects per year
Fingerprint
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.
- 1 Similar Profiles
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
-
Stochastic optimal control with high-dimensional data
NSF - National Science Foundation
6/15/21 → 5/31/24
Project: Research project
-
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
2 Scopus citations -
Leveraged Exchange-Traded Funds with Market Closure and Frictions
Dai, M., Kou, S., Mete Soner, H. & Yang, C., Apr 2023, In: Management Science. 69, 4, p. 2517-2535 19 p.Research output: Contribution to journal › Article › peer-review
-
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
10 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 Access6 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.Research output: Contribution to journal › Article › peer-review