Mete Soner
Professor
Department of Mathematics
Swiss Finance Institute
Switzerland
Biography
Mete Soner is Professor of Mathematics at ETH Zurich. He has held an SFI Senior Chair at ETH Zurich since 2010. Prof. Soner has published extensively in his areas of expertise and is a regular speaker at leading academic conferences worldwide.
Research Interest
Mathematical finance and stochastic optimal control in particular, in models for illiquid markets; Analysis of markets with transaction costs; Robust techniques; Applications of optimal control in corporate finance.
Publications
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Bank P, Soner M, Voss M (2016) Hedging with Temporary Price Impact.
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Muhle-Karbe J,Reppen M, Soner M, 2016.A Primer on Portfolio Choice with Small Transaction Costs.
