دنبال کردن
Halil Mete Soner
Halil Mete Soner
Department of Operations Research and Financial Engineering, Princeton University
ایمیل تأیید شده در princeton.edu - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Controlled Markov processes and viscosity solutions‏
WH Fleming, HM Soner‏
Springer Science & Business Media, 2006‏
61232006
Optimal investment and consumption with transaction costs‏
SE Shreve, HM Soner‏
The Annals of Applied Probability, 609-692, 1994‏
8711994
Phase transitions and generalized motion by mean curvature‏
LC Evans, HM Soner, PE Souganidis‏
Communications on Pure and Applied Mathematics 45 (9), 1097-1123, 1992‏
7651992
Optimal control with state-space constraint I‏
HM Soner‏
SIAM Journal on Control and Optimization 24 (3), 552-561, 1986‏
5971986
Front propagation and phase field theory‏
G Barles, HM Soner, PE Souganidis‏
SIAM Journal on Control and Optimization 31 (2), 439-469, 1993‏
5421993
Option pricing with transaction costs and a nonlinear Black-Scholes equation‏
G Barles, HM Soner‏
Finance and Stochastics, 1998‏
5001998
Lecture notes on optimal transport problems‏
L Ambrosio, K Deckelnick, G Dziuk, M Mimura, VA Solonnikov, HM Soner, ...‏
Mathematical Aspects of Evolving Interfaces: Lectures given at the CIM-CIME …, 2003‏
4522003
Optimal control with state-space constraint. II‏
HM Soner‏
SIAM journal on control and optimization 24 (6), 1110-1122, 1986‏
3871986
There is no nontrivial hedging portfolio for option pricing with transaction costs‏
HM Soner, SE Shreve, J Cvitanic‏
The Annals of Applied Probability 5 (2), 327-355, 1995‏
3811995
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs‏
P Cheridito, HM Soner, N Touzi, N Victoir‏
Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2007‏
3512007
Wellposedness of second order backward SDEs‏
HM Soner, N Touzi, J Zhang‏
Probability Theory and Related Fields 153 (1), 149-190, 2012‏
3432012
Level set approach to mean curvature flow in arbitrary codimension‏
L Ambrosio, HM Soner‏
Journal of differential geometry 43 (4), 693-737, 1996‏
3411996
Hedging in incomplete markets with HARA utility‏
D Duffie, W Fleming, HM Soner, T Zariphopoulou‏
Journal of Economic Dynamics and Control 21 (4-5), 753-782, 1997‏
3301997
Motion of a set by the curvature of its boundary‏
HM Soner‏
Journal of Differential Equations 101 (2), 313-372, 1993‏
2901993
Martingale optimal transport and robust hedging in continuous time‏
Y Dolinsky, HM Soner‏
Probability Theory and Related Fields 160 (1), 391-427, 2014‏
2472014
The jacobian and the Ginzburg-Landau energy‏
RL Jerrard, HM Soner‏
Calculus of Variations and Partial Differential Equations 14 (2), 151-191, 2002‏
2472002
Viscosity solutions: a primer‏
M Bardi, MG Crandall, LC Evans, HM Soner, PE Souganidis, MG Crandall‏
Viscosity Solutions and Applications: Lectures given at the 2nd Session of …, 1997‏
2421997
Martingale representation theorem for the G-expectation‏
HM Soner, N Touzi, J Zhang‏
Stochastic Processes and their Applications 121 (2), 265-287, 2011‏
2382011
Dynamic programming for stochastic target problems and geometric flows‏
HM Soner, N Touzi‏
Journal of the European Mathematical Society 4 (3), 201-236, 2002‏
2102002
Quasi-sure stochastic analysis through aggregation‏
M Soner, N Touzi, J Zhang‏
1982011
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20