Mete Soner

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #4,994 of 10,518 by trust here, #5,938 by citations
• Demography — 5 citations into it
• Management Science and Operations Research — 5 citations into it; #5,194 of 11,946 by trust here, #6,024 by citations

Whom Mete Soner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. H. M. Soner
3. Nizar Touzi
4. Jianfeng Zhang
5. Laurent Denis
6. Daniel Fernholz

Who trusts Mete Soner overall

1. Marcel Nutz
2. H. M. Soner
3. Nizar Touzi
4. Ramon van Handel
5. Jianfeng Zhang
6. Ariel Neufeld

Papers from Mete Soner's perspective

Ordered by how strongly the researchers Mete Soner trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dual Formulation of Second Order Target Problems
2. Wellposedness of second order backward SDEs
3. G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
4. Optimal arbitrage under model uncertainty.
5. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
6. Forward-Backward Stochastic Differential Equations and their Applications
7. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
8. Some properties on G-evaluation and its applications to G-martingale decomposition
9. Martingale characterization of G-Brownian motion
10. Random G-expectations.

Their papers

• Quasi-sure Stochastic Analysis through Aggregation (2010) — 190 citations