Reppen, Max, and H. Mete Soner. “Bias-Variance Trade-off and Overlearning in Dynamic Decision Problems”. (Submitted). Print. Overlearning.pdf
Keppo, Jussi, Max Reppen, and H. Mete Soner. “Discrete dividend payments in continuous time”. Mathematics of Operations Research (Forthcoming). Print. Discrete Dividends.pdf
Burzoni, Matteo, Frank Riedel, and H. Mete Soner. “Viability and arbitrage under Knightian uncertainty”. Econometrica (Forthcoming). Print. Viability.pdf
Burzoni, Matteo, et al.Viscosity solutions for controlled McKean–Vlasov jump-diffusions”. SIAM Journal on Control and Optimization 58.3 (2020): , 58, 3, 1676-1699. Print. McKean-Vlasov with jumps.pdf
Larsen, Kasper, H. Mete Soner, and Gordan Zitkovic. “Conditional Davis prices”. Finance & Stochastics (2020). Print. Davis prices.pdf
Cheridito, Patrick, et al.Martingale Optimal Transport Duality”. Mathematische Annalen (2020). Print. MOT Duality.pdf
Bouchard, Bruno, et al.Second order stochastic target problems with generalized market impact”. SIAM Journal on Control and Optimisation 57.6 (2019): , 57, 6, 4125-4149. Print. Impact.pdf