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Çetin, Umut
26
Campi, Luciano
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2
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ECONIS (ZBW)
16
RePEc
8
OLC EcoSci
4
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11
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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
Is Kyle's equilibrium model stable?
Çetin, Umut
;
Larsen, Kasper
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 623-639
Persistent link: https://www.econbiz.de/10015189216
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17
Pricing and hedging in carbon emissions markets
Çetin, Umut
;
Verschuere, Michel
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 949-967
Persistent link: https://www.econbiz.de/10003928768
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18
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
Saved in:
19
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
Saved in:
20
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
Saved in:
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