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Halil Mete Soner
Halil Mete Soner
Department of Operations Research and Financial Engineering, Princeton University
Verified email at princeton.edu - Homepage
Title
Cited by
Cited by
Year
Controlled Markov processes and viscosity solutions
WH Fleming, HM Soner
Springer Science & Business Media, 2006
54342006
Optimal investment and consumption with transaction costs
SE Shreve, HM Soner
The Annals of Applied Probability, 609-692, 1994
7771994
Phase transitions and generalized motion by mean curvature
LC Evans, HM Soner, PE Souganidis
Communications on Pure and Applied Mathematics 45 (9), 1097-1123, 1992
6721992
Optimal control with state-space constraint I
HM Soner
SIAM Journal on Control and Optimization 24 (3), 552-561, 1986
5191986
Front propagation and phase field theory
G Barles, HM Soner, PE Souganidis
SIAM Journal on Control and Optimization 31 (2), 439-469, 1993
5061993
Option pricing with transaction costs and a nonlinear Black-Scholes equation
G Barles, HM Soner
Finance and Stochastics, 1998
4431998
There is no nontrivial hedging portfolio for option pricing with transaction costs
HM Soner, SE Shreve, J Cvitanic
The Annals of Applied Probability 5 (2), 327-355, 1995
3661995
Optimal control with state-space constraint. II
HM Soner
SIAM journal on control and optimization 24 (6), 1110-1122, 1986
3381986
Level set approach to mean curvature flow in arbitrary codimension
L Ambrosio, HM Soner
Journal of differential geometry 43 (4), 693-737, 1996
3201996
Hedging in incomplete markets with HARA utility
D Duffie, W Fleming, HM Soner, T Zariphopoulou
Journal of Economic Dynamics and Control 21 (4-5), 753-782, 1997
3021997
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
P Cheridito, HM Soner, N Touzi, N Victoir
Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2007
2932007
Wellposedness of second order backward SDEs
HM Soner, N Touzi, J Zhang
Probability Theory and Related Fields 153 (1), 149-190, 2012
2852012
Motion of a set by the curvature of its boundary
HM Soner
Journal of Differential Equations 101 (2), 313-372, 1993
2801993
The jacobian and the Ginzburg-Landau energy
RL Jerrard, HM Soner
Calculus of Variations and Partial Differential Equations 14 (2), 151-191, 2002
2162002
Martingale representation theorem for the G-expectation
HM Soner, N Touzi, J Zhang
Stochastic Processes and their Applications 121 (2), 265-287, 2011
2092011
Martingale optimal transport and robust hedging in continuous time
Y Dolinsky, HM Soner
Probability Theory and Related Fields 160 (1), 391-427, 2014
1922014
Dynamic programming for stochastic target problems and geometric flows
HM Soner, N Touzi
Journal of the European Mathematical Society 4 (3), 201-236, 2002
1822002
Quasi-sure stochastic analysis through aggregation
M Soner, N Touzi, J Zhang
Electronic Journal of Probability 16, 1844-1879, 2011
1732011
An optimal stochastic production planning problem with randomly fluctuating demand
WH Fleming, SP Sethi, HM Soner
SIAM Journal on Control and optimization 25 (6), 1494-1502, 1987
1701987
Optimal replication of contingent claims under portfolio constraints
M Broadie, J Cvitanić, HM Soner
The Review of Financial Studies 11 (1), 59-79, 1998
1601998
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