Umut \c{C}etin

Identifiers

• name variant Umut \c{C}etin 0.60 · backfill

Papers (13)

1. Integral representation of subharmonic functions and optimal stopping with random discounting math.PR · 2018 · author #1
2. Diffusion transformations, Black-Scholes equation and optimal stopping math.PR · 2017 · author #1
3. Linear inverse problems for Markov processes and their regularisation math.PR · 2016 · author #1
4. Financial equilibrium with asymmetric information and random horizon q-fin.MF · 2016 · author #1
5. Path transformations for local times of one-dimensional diffusions math.PR · 2016 · author #1
6. Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems math.PR · 2014 · author #1
7. Markov bridges: SDE representation math.PR · 2014 · author #1
8. Explicit construction of a dynamic Bessel bridge of dimension 3 math.PR · 2013 · author #2
9. On certain integral functionals of squared Bessel processes math.PR · 2012 · author #1
10. Filtered Az\'ema martingales math.PR · 2012 · author #1
11. Point process bridges and weak convergence of insider trading models math.PR · 2012 · author #1
12. On absolutely continuous compensators and nonlinear filtering equations in default risk models math.PR · 2012 · author #1
13. Dynamic Markov bridges motivated by models of insider trading math.PR · 2012 · author #2

Mentions

• 1407.2420 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1402.0822 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1302.7128 #2 · backfill · confidence 0.70 Umut \c{C}etin
• 1209.4919 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1209.3180 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1205.4358 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1205.1154 #1 · backfill · confidence 0.70 Umut \c{C}etin
• 1202.2980 #2 · backfill · confidence 0.70 Umut \c{C}etin

Frequent Coauthors

• Albina Danilova 4 shared papers
• Luciano Campi 2 shared papers
• Hao Xing 1 shared papers