4. Physics
  5. Mathematical Physics

Halil Mete Soner

Physics – Mathematical Physics

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Dual Formulation of Second Order Target Problems

Mathematics – Probability
Scientific paper

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Duality and Convergence for Binomial Markets with Friction

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Homogenization and asymptotics for small transaction costs

Mathematics – Optimization and Control
Scientific paper

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Martingale Representation Theorem for the G-expectation

Mathematics – Probability
Scientific paper

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Quasi-sure Stochastic Analysis through Aggregation

Mathematics – Probability
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Profile ID: LFWR-SCP-P-180966

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