Items where Author is "Çetin, Umut"
Number of items: 8.
Article
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
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Uniqueness in cauchy problems for diffusive real-valued strict local martingales.
Çetin, Umut and Larsen, Kasper
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