H. Mete Soner

ETH Zürich - Department of Mathematics

R¨amistrasse 101

Raemistr. 101

Z¨urich, 8092

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS

66

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

A Primer on Portfolio Choice with Small Transaction Costs

Annual Review of Financial Economics, Vol. 9, pp. 301-331, 2017
Posted: 03 Jan 2018
Johannes Muhle-Karbe, Max Reppen and H. Mete Soner
Imperial College London - Department of Mathematics, ETH Zürich and ETH Zürich - Department of Mathematics

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2.

Optimal Dividend Policies with Random Profitability

Swiss Finance Institute Research Paper No. 17-46
Number of pages: 38 Posted: 10 Jan 2018
Max Reppen, Jean-Charles Rochet and H. Mete Soner
ETH Zürich, Swiss Finance Institute and ETH Zürich - Department of Mathematics
Downloads 39 (465,848)

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3.

Viability and Arbitrage Under Knightian Uncertainty

Swiss Finance Institute Research Paper No. 17-48
Number of pages: 35 Posted: 10 Jan 2018
Matteo Burzoni, Frank Riedel and H. Mete Soner
Università degli studi di Milano - Dipartimento di Matematica, Bielefeld University - Center for Mathematical Economics and ETH Zürich - Department of Mathematics
Downloads 27 (524,453)
Citation 2

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Robust Finance, No Arbitrage, Viability, Knightian Uncertainty

4.

Optimal Dividend Policies with Random Profitability

Mathematical Finance, Vol. 30, Issue 1, pp. 228-259, 2020
Number of pages: 32 Posted: 29 May 2020
Princeton University, University of Geneva and ETH Zürich - Department of Mathematics
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barrier strategy, dividend problem, singular control, viscosity solutions

5.

Trading with Small Price Impact

Mathematical Finance, Vol. 27, Issue 2, pp. 350-400, 2017
Number of pages: 51 Posted: 28 May 2020
Independent, Imperial College London - Department of Mathematics and ETH Zürich - Department of Mathematics
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Citation 1
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price impact, portfolio choice, asymptotics, homogenization, viscosity solutions