Umut Çetin

1. Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
   2014/07/31 by Umut Çetin, Albina Danilova · 3 citations
   Mathematics · Economics, Econometrics and Finance · #math.PR #q-fin.PR
2. Dynamic Markov bridges motivated by models of insider trading
   2012/02/14 by Luciano Campi, Umut Çetin, Albina Danilova · 2 citations
   Mathematics · Economics, Econometrics and Finance · #math.PR #q-fin.CP
3. Point process bridges and weak convergence of insider trading models
   2012/05/19 by Umut Çetın, Umut Çetin, Hao Xing +2 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Trading and Market Microstructure (q-fin.TR) #math.PR #q-fin.TR