Shkolnikov, Mykhaylo, H. Mete Soner, and Valentin Tissot-Daguette. 2024. “Deep Level-Set Method for Stefan Problems”. Journal of Computational Physics 502. Reference Link
Höfer, Felix, and H. Mete Soner. 2025. “Synchronization Games”. Mathematics of Operations Research. Reference Link
Soner, H. Mete, and Qinxin Yan. 2024. “Viscosity Solutions for McKean-Vlasov Control on a Torus”. SIAM Journal on Control and Optimization. Reference Link
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. Reference Link
Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. n.d. “Neural Optimal Stopping Boundary.” Reference Link
Soner, H. Mete, Max Reppen, and Valentin Tissot-Daguette. 2023. “Deep Stochastic Optimization in Finance”. Digital Finance 5 (1): 91-111. Reference Link
Reppen, Max, and H. Mete Soner. n.d. “Deep Empirical Risk Minimization in Finance: Looking into the Future”. Mathematical Finance. Reference Link
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. Reference Link
Larsen, Kasper, H. Mete Soner, and Gordan Zitkovic. 2020. “Conditional Davis Prices”. Finance & Stochastics 24 (3): 565-99. Reference Link
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. Reference Link
Keppo, Jussi, Max Reppen, and H. Mete Soner. 2021. “Discrete Dividend Payments in Continuous Time”. Mathematics of Operations Research 46 (3): 895-911. Reference Link
Cheridito, Patrick, Matti Kiiski, David Proemel, and H. Mete Soner. 2021. “Martingale Optimal Transport Duality”. Mathematische Annalen 379 (3-4): 1685-1712. Reference Link
Burzoni, Matteo, Frank Riedel, and H. Mete Soner. 2021. “Viability and Arbitrage under Knightian Uncertainty”. Econometrica 89 (3): 1207-34. Reference Link