Mete Soner
Professor
Mathematics
University of Lugano
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
His primary research interest lies in mathematical finance and stochastic optimal control; in particular, in models for illiquid markets, analysis of markets with transaction costs, robust techniques, and applications of optimal control in corporate finance.
Publications
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N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
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N°16-72: Hedging with Temporary Price Impact, P. Bank, M. Soner, and M. Voss, 2016.
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N°16-74: A Primer on Portfolio Choice with Small Transaction Costs, J. Muhle-Karbe, M. Reppen, and M. Soner, 2016.
