Items where Author is "Çetin, Umut"

Number of items: 8.
  • Financial equilibrium with asymmetric information and random horizon. Çetin, Umut
  • Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Campi, Luciano and Çetin, Umut
  • Markov bridges:SDE representation. Çetin, Umut and Danilova, Albina
  • Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Çetin, Umut and Danilova, Albina
  • On certain integral functionals of squared Bessel processes. Çetin, Umut
  • Power laws in market microstructure. Çetin, Umut and Waelbroeck, Henri picture_as_pdf
  • Power laws in market microstructure. Çetin, Umut and Waelbroeck, Henri
  • Uniqueness in cauchy problems for diffusive real-valued strict local martingales. Çetin, Umut and Larsen, Kasper picture_as_pdf