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| Publication Date | Article Title | Author(s) |
|---|---|---|
| Mar-2017 | High dimensional semiparametric latent graphical model for mixed data | Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui |
| 1-Apr-2017 | TRADING WITH SMALL PRICE IMPACT | Moreau, L; Muhle-Karbe, J; Soner, H Mete |
| 1-Jan-2015 | A probabilistic weak formulation of mean field games and applications | Carmona, Rene; Lacker, D |
| 1-May-2017 | Convex duality with transaction costs | Dolinsky, Y; Soner, H Mete |
| 1-Mar-2017 | Hedging with temporary price impact | Bank, P; Soner, H Mete; Voß, M |
| Dec-2017 | Sufficient Forecasting Using Factor Models. | Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei |
| 1-Mar-2018 | Constrained Optimal Transport | Ekren, I; Soner, H Mete |
| 1-Jul-2013 | Duality and convergence for binomial markets with friction | Dolinsky, Y; Soner, H Mete |
| 9-May-2013 | A comparison of techniques for dynamic multivariate risk measures | Feinstein, Zachary; Rudloff, Birgit |
| 5-Jul-2016 | A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle | Feinstein, Zachary; Rudloff, Birgit |