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Soner, Halil Mete


 SSRN Author Rank: 12,353 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
2,140
Total
Citations
19
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 |
Swiss Finance Institute Research Paper No. 10-53
Working Paper Series
Gokay, Selim
affiliation not provided to SSRN
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
26 Dec 10
300
(56,805)
2

2.  
Superhedging and Dynamic Risk Measures Under Volatility Uncertainty | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-52
Working Paper Series
Nutz, Marcel
affiliation not provided to SSRN
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
15 Jan 11
253
(68,665)
1

3.  
Optimal Dividend Policy with Random Interest Rates | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-14
Working Paper Series
Akyildirim, Erdinc
Borsa Istanbul
Güney, Ibrahim Ethem
University of Zurich, Swiss Finance Institute
Rochet, Jean-Charles
University of Toulouse I - Institut d'Economie Industrielle (IDEI)
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
09 Apr 13
237
(73,612)
 

4.  
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
07 Sep 11
Last Revised:
24 Feb 13
210
(83,457)
5

5.  
Martingale Representation Theorem for the G-Expectation | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-54
Working Paper Series
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Touzi, Nizar
Ecole Polytechnique, Paris
Zhang, Jianfeng
University of Southern California - Department of Mathematics
Posted:
27 Dec 10
210
(83,457)
2

6.  
Weak Approximation of G-Expectations | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-09
Working Paper Series
Nutz, Marcel
affiliation not provided to SSRN
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Dolinsky, Yan
Swiss Federal Institute of Technology Zurich
Posted:
26 Mar 11
185
(94,456)
1

7.  
Utility Maximization in an Illiquid Market | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-17
Working Paper Series
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Vukelja, Mirjana
Independent
Posted:
10 Apr 13
168
(103,244)
 

8.  
Robust Hedging with Proportional Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-11
Working Paper Series
Dolinsky, Yan
Swiss Federal Institute of Technology Zurich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
30 Mar 13
154
(111,725)
2

9.  
Martingale Optimal Transport and Robust Hedging in Continuous Time | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-13
Working Paper Series
Dolinsky, Yan
Swiss Federal Institute of Technology Zurich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
06 Apr 13
152
(113,020)
2

10.  
Homogenization and Asymptotics for Small Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-13
Working Paper Series
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
02 Apr 12
147
(116,297)
1

11.  
Asymptotics for Fixed Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-35
Working Paper Series
Altarovici, Albert
ETH Zurich
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
19 Jun 13
76
(186,918)
1

12.  
Trading with Small Price Impact | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-17
Working Paper Series
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Muhle-Karbe, Johannes
ETH Zürich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
01 Mar 14
46
(240,517)
 

13.  
Liquidity in a Binomial Market | Show Abstract | Download |
Mathematical Finance, Vol. 22, Issue 2, pp. 250-276, 2012
Accepted Paper Series
Gökay, Selim
affiliation not provided to SSRN
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
11 Feb 12
2
(394,583)
2


Records 1 - 13 of 13 matches
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