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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 2018Show all

1 paper · 1 filter

q-fin.TR2018

On pricing rules and optimal strategies in general Kyle-Back models

Umut Çetin, Albina Danilova

The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In…

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