Umut Çetın
- Mathematics of Market Microstructure under Asymmetric Information
2018/09/09 by Umut Çetın, Çetın, Umut · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Stochastic processes and financial applications #Financial Markets and Investment Strategies
- 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