The following pages link to Halil Mete Soner (Q1062594):
Displaying 50 items.
- (Q343807) (redirect page) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Quasi-sure stochastic analysis through aggregation (Q428554) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Robust hedging with proportional transaction costs (Q468414) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Asymptotic expansions for Markov processes with Lévy generators (Q750015) (← links)
- A viscosity solution approach to the asymptotic analysis of queueing systems (Q751705) (← links)
- Corrigendum to: ``Martingale optimal transport in the Skorokhod space'' (Q898410) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Optimal control of a one-dimensional storage process (Q1062595) (← links)
- On the Hamilton-Jacobi-Bellmann equations in Banach spaces (Q1090921) (← links)
- Random walks generated by affine mappings (Q1102629) (← links)
- Level set approach to mean curvature flow in arbitrary codimension (Q1126421) (← links)
- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces (Q1179165) (← links)
- Motion of a set by the curvature of its boundary (Q1208699) (← links)
- Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770) (← links)
- Ginzburg-Landau equation and motion by mean curvature. I: Convergence (Q1298381) (← links)
- Ginzburg-Landau equation and motion by mean curvature. II: Development of the initial interface (Q1298382) (← links)
- Scaling limits and regularity results for a class of Ginzburg-Landau systems (Q1300253) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- A dynamic programming approach to nonlinear boundary control problems of parabolic type (Q1316365) (← links)
- Optimal investment and consumption with transaction costs (Q1336583) (← links)
- Dynamics of Ginzburg-Landau vortices (Q1390767) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
- The Jacobian and the Ginzburg-Landau energy (Q1601054) (← links)
- Constrained optimal transport (Q1702545) (← links)
- Limiting behavior of the Ginzburg-Landau functional (Q1849059) (← links)
- Dynamic programming for stochastic target problems and geometric flows (Q1849473) (← links)
- Stochastic control for a class of random evolution models (Q1879225) (← links)
- Anisotropic motion of an interface relaxed by the formation of infinitesimal wrinkles (Q1893067) (← links)
- Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling (Q1898372) (← links)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
- Merton problem in a discrete market with frictions (Q1926415) (← links)
- Vortex density models for superconductivity and superfluidity (Q1941081) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Convergence of Ginzburg-Landau functionals in three-dimensional superconductivity (Q2276340) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)
- Optimal dividend policy with random interest rates (Q2444689) (← links)
- Controlled Markov processes and viscosity solutions (Q2492615) (← links)
- Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
