H. Meté Soner

12.0k citations
132 papers · 6.7k indexed · 1 hit paper · h-index 38
Topics
Stochastic processes and financial applications (75 papers)Economic theories and models (41 papers)Financial Markets and Investment Strategies (22 papers)

In The Last Decade

H. Meté Soner

129 papers receiving 6.0k citations

Hit Papers

Controlled Markov Processes and Viscosity Solutions200520262012201920054008001.2k

Peers

H. Meté Soner
Comparison fields: 5 of 110
  • Finance 3.4k
  • Economics and Econometrics 1.9k
  • Applied Mathematics 1.5k
  • Computational Theory and Mathematics 1.3k
  • Management Science and Operations Research 1.2k
Replace Alain Bensoussan with:
Alain Bensoussan United States
Jiongmin Yong United States
Pierre-Louis Lions France
Bernt Øksendal Norway
L. C. G. Rogers United Kingdom
Jean‐Michel Lasry France
Albert N. Shiryaev Russia
Marc Yor France
Paul Dupuis United States
Guy Barles France
H. Meté Soner relative to Alain Bensoussan United States Alain Bensoussan's profile →
Citations per field
00.5×1.5×
Alain Bensoussan · 1×
Citations per year

Countries citing papers authored by H. Meté Soner

Since Specialization
Citations

This map shows the geographic impact of H. Meté Soner's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by H. Meté Soner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites H. Meté Soner more than expected).

Fields of papers citing papers by H. Meté Soner

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by H. Meté Soner. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by H. Meté Soner. The network helps show where H. Meté Soner may publish in the future.

Co-authorship network of co-authors of H. Meté Soner

This figure shows the co-authorship network connecting the top 25 collaborators of H. Meté Soner. A scholar is included among the top collaborators of H. Meté Soner based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with H. Meté Soner. H. Meté Soner is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 7
3 4
4 0
5 1
6 3
7 1
8 3
9 0
10 21
11
Robust Hedging and Martingale Optimal Transport in Continuous Time
13
12 24
13
Super-Replication Under Gamma Constraints
10
14
Option Pricing with Transaction Costs and a Nonlinear Black Scholes Equation
13
15
A measure theoretic approach to higher codimension mean curvature flows
41
16 24
17
On the propagation of singularities of semi-convex functions
37
18 34
19 125
20 33

About H. Meté Soner

H. Meté Soner is a scholar working on Finance, Applied Mathematics and Management Science and Operations Research, having authored 132 papers that have together received 6.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (75 papers), Economic theories and models (41 papers) and Financial Markets and Investment Strategies (22 papers). The work is most often cited by research in Finance (3.4k citations), Applied Mathematics (1.5k citations) and Management Science and Operations Research (1.2k citations). H. Meté Soner has collaborated with scholars based in United States, Switzerland and France. Frequent co-authors include Wendell H. Fleming, Steven E. Shreve, Nizar Touzi, Panagiotis E. Souganidis, Guy Barles, Robert L. Jerrard, L. C. Evans, Luigi Ambrosio, Yan Dolinsky and Jianfeng Zhang. Their work appears in journals such as Management Science, Journal of Computational Physics and Review of Financial Studies.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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