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Soner, Halil Mete


 SSRN Author Rank: 12,283 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
2,192
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 |
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
303
(57,334)
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
255
(69,376)
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
244
(72,789)
 

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:
23 Oct 14
217
(82,262)
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
213
(83,813)
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
187
(95,267)
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
170
(103,995)
 

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
158
(111,221)
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
154
(113,849)
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
149
(117,094)
2

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
78
(187,232)
2

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
50
(235,962)
 

13.  
Hedging Under an Expected Loss Constraint with Small Transaction Costs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-60
Working Paper Series
Bouchard, Bruno
Université Paris-Dauphine - CEREMADE
Moreau, Ludovic
ETH Zurich - Department of Mathematics
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
21 Oct 14
7
(378,761)
 

14.  
Facelifting in Utility Maximization | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-61
Working Paper Series
Larsen, Kasper
Carnegie Mellon University - Department of Mathematical Sciences
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Zitkovic, Gordan
University of Texas at Austin
Posted:
21 Oct 14
3
(395,638)
 

15.  
Martingale Optimal Transport in the Skorokhod Space | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-62
Working Paper Series
Dolinsky, Yan
Swiss Federal Institute of Technology Zurich
Soner, Halil Mete
Swiss Federal Institute of Technology Zurich
Posted:
22 Oct 14
2
(401,708)
 

16.  
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
(401,708)
2


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