• 3469 Citations
  • 29 h-Index
1985 …2020

Research output per year

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Research Output

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 journalArticle

  • Martingale optimal transport duality

    Cheridito, P., Kiiski, M., Prömel, D. J. & Soner, H. M., 2020, (Accepted/In press) In : Mathematische Annalen.

    Research output: Contribution to journalArticle

  • 2 Scopus citations

    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 journalArticle

  • 1 Scopus citations

    Second-order stochastic target problems with generalized market impact

    Bouchard, B., Loeper, G., Sonera, H. M. & Zhou, C., 2019, In : SIAM Journal on Control and Optimization. 57, 6, p. 4125-4149 25 p.

    Research output: Contribution to journalArticle

  • Constrained Optimal Transport

    Ekren, I. & Soner, H. M., Mar 1 2018, In : Archive for Rational Mechanics and Analysis. 227, 3, p. 929-965 37 p.

    Research output: Contribution to journalArticle

  • 4 Scopus citations