H. Mete Soner

First name

H. Mete

Last name

Soner

Shkolnikov, Mykhaylo, H. Mete Soner, and Valentin Tissot-Daguette. 2024. “Deep Level-Set Method for Stefan Problems”. Journal of Computational Physics 502.

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Höfer, Felix, and H. Mete Soner. 2025. “Synchronization Games”. Mathematics of Operations Research.

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Soner, H. Mete, and Qinxin Yan. 2024. “Viscosity Solutions for McKean-Vlasov Control on a Torus”. SIAM Journal on Control and Optimization.

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Dai, Min, Steven Kuo, H. Mete Soner, and Chen Yang. 2022. “Leveraged Exchange-Traded Funds With Market Closure and Frictions”. Management Science. Publisher’s Version: Leveraged Exchange-Traded Funds with Market Closure and Frictions.

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Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. n.d. “Neural Optimal Stopping Boundary.”

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Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. 2023. “Deep Stochastic Optimization in Finance”. Digital Finance 5 (1): 91-111.

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Reppen, Max, and H. Mete Soner. n.d. “Deep Empirical Risk Minimization in Finance: Looking into the Future”. Mathematical Finance.

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Burzoni, Matteo, Vincenzo Ignazio, Max Reppen, and H. Mete Soner. 2020. “Viscosity Solutions for Controlled McKean–Vlasov Jump-Diffusions”. SIAM Journal on Control and Optimization 58 (3): 1676-99.

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Larsen, Kasper, H. Mete Soner, and Gordan Zitkovic. 2020. “Conditional Davis Prices”. Finance & Stochastics 24 (3): 565-99.

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Bouchard, Bruno, Gregoire Loeper, H. Mete Soner, and Chao Zhou. 2019. “Second Order Stochastic Target Problems With Generalized Market Impact”. SIAM Journal on Control and Optimisation 57 (6): 4125-49.

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Keppo, Jussi, Max Reppen, and H. Mete Soner. 2021. “Discrete Dividend Payments in Continuous Time”. Mathematics of Operations Research 46 (3): 895-911.

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Cheridito, Patrick, Matti Kiiski, David Proemel, and H. Mete Soner. 2021. “Martingale Optimal Transport Duality”. Mathematische Annalen 379 (3-4): 1685-1712.

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Burzoni, Matteo, Frank Riedel, and H. Mete Soner. 2021. “Viability and Arbitrage under Knightian Uncertainty”. Econometrica 89 (3): 1207-34.

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