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researcher

Umut Çetin

13 papers hereh-index 10872 citations46 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author10
  • middle author1
  • last author1

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • q-fin.TR4
  • math.NA1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedMarkovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems

26 citations · 26 across the 8 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

1 paper · 2 filters

math.PR2017

Diffusion transformations, Black-Scholes equation and optimal stopping

Umut Çetin

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This im…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.