Skip to main content

Browsing by Author Soner, H Mete

Showing results 1 to 15 of 15
Publication DateArticle TitleAuthor(s)
1-Jan-2014Approximating stochastic volatility by recombinant treesAkyildirim, E; Dolinsky, Y; Soner, H Mete
1-Jan-2015Asymptotics for fixed transaction costsAltarovici, A; Muhle-Karbe, J; Soner, H Mete
1-Mar-2018Constrained Optimal TransportEkren, I; Soner, H Mete
1-May-2017Convex duality with transaction costsDolinsky, Y; Soner, H Mete
1-Jul-2013Duality and convergence for binomial markets with frictionDolinsky, Y; Soner, H Mete
1-Jan-2016Facelifting in utility maximizationLarsen, K; Soner, H Mete; Žitković, G
1-Jan-2016Hedging under an expected loss constraint with small transaction costsBouchard, B; Moreau, L; Soner, H Mete
1-Mar-2017Hedging with temporary price impactBank, P; Soner, H Mete; Voß, M
1-Jan-2015Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional CasePossamaï, D; Soner, H Mete; Touzi, N
1-Jan-2013Martingale optimal transport and robust hedging in continuous timeDolinsky, Y; Soner, H Mete
30-Jul-2015Martingale optimal transport in the Skorokhod spaceDolinsky, Y; Soner, H Mete
1-Jan-2017Optimal consumption and investment with fixed and proportional transaction costsAltarovici, A; Reppen, M; Soner, H Mete
1-Jan-2014Robust hedging with proportional transaction costsDolinsky, Y; Soner, H Mete
1-Apr-2017TRADING WITH SMALL PRICE IMPACTMoreau, L; Muhle-Karbe, J; Soner, H Mete
1-Jan-2013Vortex Density Models for Superconductivity and SuperfluidityBaldo, S; Jerrard, RL; Orlandi, G; Soner, H Mete
Showing results 1 to 15 of 15