Halil Mete Soner

Publication Activity (10 Years)

Years Active: 1992-2019
Publications (10 Years): 3

Top Topics

Utility Maximization

Global Convergence

Transaction Costs

Top Venues

Finance Stochastics

SIAM J. Control. Optim.

Publications

Bruno Bouchard, Grégoire Loeper, Halil Mete Soner, Chao Zhou
Second-Order Stochastic Target Problems with Generalized Market Impact. SIAM J. Control. Optim. 57 (6) (2019)
Kasper Larsen, Halil Mete Soner, Gordan Zitkovic
Facelifting in utility maximization. Finance Stochastics 20 (1) (2016)
Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner
Asymptotics for fixed transaction costs. Finance Stochastics 19 (2) (2015)
Yan Dolinsky, Halil Mete Soner
Duality and convergence for binomial markets with friction. Finance Stochastics 17 (3) (2013)
Guy Barles, Halil Mete Soner
Option pricing with transaction costs and a nonlinear Black-Scholes equation. Finance Stochastics 2 (4) (1998)
Suresh P. Sethi, Halil Mete Soner, Qing Zhang, H. Jiang
Turnpike Sets and Their Analysis in Stochastic Production Planning Problems. Math. Oper. Res. 17 (4) (1992)