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Soner, Halil Mete's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,278 |
Total
Citations
15 |
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1.
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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
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246
(60,579)
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2
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Liquidity, super-hedging, price manipulation
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2.
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Nutz, Marcel
affiliation not provided to SSRN Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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207
(72,701)
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1
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Volatility Uncertainty, Risk Measure, Time Consistency, Nonlinear Martingale, Superhedging, Replication, Second Order BSDE, G-Expectation AMS 2000 Subject
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3.
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Soner, Halil Mete
Swiss Federal Institute of Technology Zurich Touzi, Nizar
Ecole Polytechnique, Paris Zhang, Jianfeng
University of Southern California - Department of Mathematics
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154
(96,298)
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2
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G-expectation, G-martingale, nonlinear expectation, stochastic target problem, singular measure, BSDE, 2BSDE, duality
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4.
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Nutz, Marcel
affiliation not provided to SSRN Soner, Halil Mete
Swiss Federal Institute of Technology Zurich Dolinsky, Yan
Swiss Federal Institute of Technology Zurich
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145
(101,632)
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1
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G-expectation, volatility uncertainty, weak limit theorem
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5.
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Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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07 Sep 11
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Last Revised:
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24 Feb 13
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143
(102,834)
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4
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liquidity risk, limit order books, asset pricing, utility maximization, resilience, price impacts
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6.
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Soner, Halil Mete
Swiss Federal Institute of Technology Zurich Touzi, Nizar
Ecole Polytechnique, Paris
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94
(142,182)
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1
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transaction costs, homogenization, viscosity solutions, asymptotic expansions
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7.
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Akyildirim, Erdinc
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute Güney, Ethem
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute Rochet, Jean-Charles
University of Toulouse I - Institut d'Economie Industrielle (IDEI) Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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79
(158,955)
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Dividend Policy, Business Cycles, Financial Frictions
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8.
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Dolinsky, Yan
Swiss Federal Institute of Technology Zurich Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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72
(168,165)
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1
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European options, Robust hedging, Transaction costs, Weak convergence, Consistent price systems, Optimal transport
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9.
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Soner, Halil Mete
Swiss Federal Institute of Technology Zurich Vukelja, Mirjana
Independent
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69
(172,283)
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Liquidity risk, limit order book, price impact, utility maximization, dynamic programming
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10.
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Dolinsky, Yan
Swiss Federal Institute of Technology Zurich Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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67
(175,051)
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1
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European Options, Robust Hedging, Min-Max Theorems, Prokhorov Metric, Optimal transport
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11.
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Gökay, Selim
affiliation not provided to SSRN Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
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2
(336,218)
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2
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super‐replication, liquidity, binomial model, dynamic programming
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Records 1 -
11
of 11 matches
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