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Soner, Halil Mete


 SSRN Author Rank: 11,702 by Downloads
 

ETH Zürich


 Zürichbergstrasse 18
 8092 Zurich, CH-1015
 Switzerland
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address

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. Soner, Halil Mete's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,412
Total
Citations
21
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Liquidity Models in Continuous and Discrete Time | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 10-53
Number of Pages in PDF File: 37
Gokay, Selim
affiliation not provided to SSRN
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Soner, Halil Mete
ETH Zürich
Posted:
26 Dec 10
315
(57,588)
2

2.  
Optimal Dividend Policy with Random Interest Rates | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-14
Number of Pages in PDF File: 27
Akyildirim, Erdinc
Akdeniz University
Güney, Ibrahim Ethem
University of Zurich, Swiss Finance Institute
Rochet, Jean-Charles
University of Toulouse I - Institut d'Economie Industrielle (IDEI)
Soner, Halil Mete
ETH Zürich
Posted:
09 Apr 13
266
(69,568)
 

3.  
Superhedging and Dynamic Risk Measures Under Volatility Uncertainty | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 10-52
Number of Pages in PDF File: 31
Nutz, Marcel
affiliation not provided to SSRN
Soner, Halil Mete
ETH Zürich
Posted:
15 Jan 11
266
(69,568)
1

4.  
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Soner, Halil Mete
ETH Zürich
Posted:
07 Sep 11
Last Revised:
23 Oct 14
231
(80,869)
5

5.  
Martingale Representation Theorem for the G-Expectation | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 10-54
Number of Pages in PDF File: 30
Soner, Halil Mete
ETH Zürich
Touzi, Nizar
Ecole Polytechnique, Paris
Zhang, Jianfeng
University of Southern California - Department of Mathematics
Posted:
27 Dec 10
222
(84,248)
2

6.  
Weak Approximation of G-Expectations | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-09
Number of Pages in PDF File: 17
Nutz, Marcel
affiliation not provided to SSRN
Soner, Halil Mete
ETH Zürich
Dolinsky, Yan
ETH Zürich
Posted:
26 Mar 11
197
(95,008)
1

7.  
Utility Maximization in an Illiquid Market | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-17
Number of Pages in PDF File: 20
Soner, Halil Mete
ETH Zürich
Vukelja, Mirjana
Independent
Posted:
10 Apr 13
181
(102,827)
 

8.  
Robust Hedging with Proportional Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-11
Number of Pages in PDF File: 19
Dolinsky, Yan
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
30 Mar 13
172
(107,854)
2

9.  
Martingale Optimal Transport and Robust Hedging in Continuous Time | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-13
Number of Pages in PDF File: 30
Dolinsky, Yan
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
06 Apr 13
165
(111,991)
2

10.  
Homogenization and Asymptotics for Small Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-13
Number of Pages in PDF File: 31
Soner, Halil Mete
ETH Zürich
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
02 Apr 12
158
(116,432)
2

11.  
Asymptotics for Fixed Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-35
Number of Pages in PDF File: 37
Altarovici, Albert
ETH Zurich
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
19 Jun 13
90
(179,014)
2

12.  
Trading with Small Price Impact | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-17
Number of Pages in PDF File: 46
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
01 Mar 14
77
(196,994)
 

13.  
Hedging Under an Expected Loss Constraint with Small Transaction Costs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-60
Number of Pages in PDF File: 41
Bouchard, Bruno
Université Paris Dauphine - CEREMADE
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Soner, Halil Mete
ETH Zürich
Posted:
21 Oct 14
27
(309,354)
 

14.  
Facelifting in Utility Maximization | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-61
Number of Pages in PDF File: 26
Larsen, Kasper
Carnegie Mellon University - Department of Mathematical Sciences
Soner, Halil Mete
ETH Zürich
Zitkovic, Gordan
University of Texas at Austin
Posted:
21 Oct 14
24
(321,134)
 

15.  
Martingale Optimal Transport in the Skorokhod Space | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-62
Number of Pages in PDF File: 31
Dolinsky, Yan
ETH Zürich
Soner, Halil Mete
ETH Zürich
Posted:
22 Oct 14
19
(342,478)
 

16.  
Liquidity in a Binomial Market | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 22, Issue 2, pp. 250-276, 2012
Number of Pages in PDF File: 27
Gökay, Selim
affiliation not provided to SSRN
Soner, Halil Mete
ETH Zürich
Posted:
11 Feb 12
2
(418,371)
2


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