Halil Mete Soner
Princeton University
H-index: 58
North America-United States
Top articles of Halil Mete Soner
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Viscosity solutions for Mckean–Vlasov control on a torus | SIAM Journal on Control and Optimization | H Mete Soner Qinxin Yan | 2024/4/30 |
Synchronization Games | arXiv preprint arXiv:2402.08842 | Felix Höfer H Mete Soner | 2024/2/13 |
Deep Level-set Method for Stefan Problems | Journal of Computational Physics | Mykhaylo Shkolnikov H Mete Soner Valentin Tissot-Daguette | 2024/2/7 |
Stopping times of boundaries: Relaxation and continuity | arXiv preprint arXiv:2305.09766 | H Mete Soner Valentin Tissot-Daguette | 2023/5/16 |
Leveraged exchange-traded funds with market closure and frictions | Management Science | Min Dai Steven Kou H Mete Soner Chen Yang | 2023/4 |
Deep stochastic optimization in finance | Digital Finance | A Max Reppen H Mete Soner Valentin Tissot-Daguette | 2023/3 |
Deep empirical risk minimization in finance: Looking into the future | Mathematical Finance | Anders Max Reppen Halil Mete Soner | 2023/1 |
Synchronization in a Kuramoto mean field game | Communications in Partial Differential Equations | Rene Carmona Quentin Cormier H Mete Soner | 2023/9/2 |
Viscosity Solutions of the Eikonal Equation on the Wasserstein Space | arXiv preprint arXiv:2308.04097 | H Mete Soner Qinxin Yan | 2023/8/8 |
Neural optimal stopping boundary | arXiv preprint arXiv:2205.04595 | A Max Reppen H Mete Soner Valentin Tissot-Daguette | 2022/5/9 |
Discrete dividend payments in continuous time | Mathematics of Operations Research | Jussi Keppo A Max Reppen H Mete Soner | 2021/8 |
Leveraged etfs with market closure and frictions | Available at SSRN 3856573 | Min Dai Steven Kou H Mete Soner Chen Yang | 2021/5/30 |
Viability and arbitrage under Knightian uncertainty | Econometrica | Matteo Burzoni Frank Riedel H Mete Soner | 2021/5 |
Martingale optimal transport duality | Mathematische Annalen | Patrick Cheridito Matti Kiiski David J. Prömel H. Mete Soner | 2021/4 |
Conditional Davis pricing | Finance and Stochastics | Kasper Larsen Halil Mete Soner Gordan Žitković | 2020/7 |
Viscosity solutions for controlled McKean--Vlasov jump-diffusions | SIAM Journal on Control and Optimization | Matteo Burzoni Vincenzo Ignazio A Max Reppen H Mete Soner | 2020 |
Optimal dividend policies with random profitability | Mathematical Finance | A Max Reppen Jean‐Charles Rochet H Mete Soner | 2020/1 |
Bias-variance trade-off and overlearning in dynamic decision problems | stat | A Max Reppen H Mete Soner | 2020/11/19 |
Co-Authors
