Çetin, Umut

1. On pricing rules and optimal strategies in general Kyle-Back models
   2018/12/18 by Çetin, Umut, Danilova, Albina · 2 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. Point process bridges and weak convergence of insider trading models
   2012/05/19 by Çetin, Umut, Xing, Hao · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Trading and Market Microstructure (q-fin.TR)
3. Speeding up the Euler scheme for killed diffusions
   2021/06/28 by Umut Çetın, Çetin, Umut, Julien Hok +1 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
4. Insider trading with penalties, entropy and quadratic BSDEs
   2023/11/21 by Çetin, Umut · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)