Presentations

Monte-Carlo for high-dimensional problems in quantitative finance, at 6th Asian Quantitative Finance Seminar , Friday, January 22, 2021

Trading with Impact, at SIAM Webinar, Thursday, April 16, 2020:

Video recording can be found in the SIAM web page

Martingale Optimal Transport, at Princeton, PACM, Monday, November 18, 2019:

Optimal Dividends, at 4th Eastern Conference on Mathematical Finance, Boston, Sunday, October 27, 2019:

Knigthian Uncertainty, at Columbia University, Thursday, October 10, 2019:

Contact

Mete Soner, Professor

Sherrerd Hall 328, Charlton Street

Princeton, NJ 08544

Email

Office: 225 Sherrerd Hall

Phone: 609-258-5130