H. Mete Soner

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0824-1808

Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540

Publications

• Leveraged Exchange-Traded Funds with Market Closure and Frictions — Management Science 2023
• Viability and Arbitrage Under Knightian Uncertainty — Econometrica 2021
• Optimal Replication of Contingent Claims under Portfolio Constraints — The Review of Financial Studies 1998