Umut Çetin

According to our database, Umut Çetin authored at least 7 papers between 2004 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

On Pricing Rules and Optimal Strategies in General Kyle-Back Models.

Umut Çetin, Albina Danilova

SIAM J. Control. Optim., 2021

Speeding up the Euler scheme for killed diffusions.

Umut Çetin, Julien Hok

CoRR, 2021

2018

Financial equilibrium with asymmetric information and random horizon.

Umut Çetin

Finance Stochastics, 2018

2013

Equilibrium model with default and dynamic insider information.

Luciano Campi, Umut Çetin, Albina Danilova

Finance Stochastics, 2013

2010

Option hedging for small investors under liquidity costs.

Umut Çetin, H. Mete Soner, Nizar Touzi

Finance Stochastics, 2010

2007

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling.

Luciano Campi, Umut Çetin

Finance Stochastics, 2007

2004

Liquidity risk and arbitrage pricing theory.

Umut Çetin, Robert A. Jarrow, Philip Protter

Finance Stochastics, 2004