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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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MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
Çetin, Umut; Rogers, L.C.G. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10008222127
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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