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Financial equilibrium with asymmetric information and random horizon
Çetin, Umut - In: Finance and stochastics 22 (2018) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10011945630
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Liquidity risk and arbitrage pricing theory
Çetin, Umut; Jarrow, Robert A.; Protter, Philip - In: Finance and stochastics 8 (2004) 3, pp. 311-342
Persistent link: https://www.econbiz.de/10008214763
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Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
Campi, Luciano; Çetin, Umut - In: Finance and stochastics 11 (2007) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10008221666
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Equilibrium model with default and dynamic insider information
Campi, Luciano; Çetin, Umut; Danilova, Albina - In: Finance and stochastics 17 (2013) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10010131738
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Liquidity risk and arbitrage pricing theory
Çetin, Umut; Jarrow, Robert A.; Protter, Philip E. - In: Finance and stochastics 8 (2004) 3, pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
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Option hedging for small investors under liquidity costs
Çetin, Umut; Soner, Halil Mete; Touzi, Nizar - In: Finance and stochastics 14 (2010) 3, pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
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Equilibrium model with default and dynamic insider information
Campi, Luciano; Çetin, Umut; Danifova, Albina - In: Finance and stochastics 17 (2013) 3, pp. 565-585
Persistent link: https://www.econbiz.de/10009756021
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Insider trading in an equilibrium model with default : a passage from reduced-form to structural modelling
Campi, Luciano; Çetin, Umut - In: Finance and stochastics 11 (2007) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10003645546
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Speeding up the Euler scheme for killed diffusions
Çetin, Umut; Hok, Julien - In: Finance and stochastics 28 (2024) 3, pp. 663-707
Persistent link: https://www.econbiz.de/10015130359