Presentations

Synchronization in a Kuramoto Mean Field Game
11-14-2022
Location:
Illinois Institute of Technology, Applied Math Colloquium
Optimal Stopping in High-dimensions
09-14-2022
Location:
Hebrew University, Jerusalem
Monte-Carlo for high-dimensional problems in quantitative finance
01-22-2021
Location:
6th Asian Quantitative Finance Seminar
Trading with Impact
04-16-2020
Location:
SIAM Webinar

Video recording can be found in the SIAM web page

Martingale Optimal Transport
11-18-2019
Location:
Princeton, PACM
Optimal Dividends
10-27-2019
Location:
4th Eastern Conference on Mathematical Finance, Boston
Knigthian Uncertainty
10-10-2019
Location:
Columbia University

Contact

Mete Soner, Professor
Sherrerd Hall 328, Charlton Street
Princeton, NJ 08544
Office: 328 Sherrerd Hall
Phone: 609-258-5130