3 citations · 4 across the 9 of their papers we have counts for
Showing q-fin.TRShow all
2 papers · 1 filter
q-fin.TR2026
A Limit Order Market with Uncertain Informed Trading Participation
Umut Çetin, Mingwei Lin
We study a one period limit order market with informed traders, noise traders, and competitive liquidity suppliers, in which the number of informed traders is random. Liquidity sup…
q-fin.TR2018★ 1 cited
Mathematics of Market Microstructure under Asymmetric Information
Umut Çetın
These are the lecture notes for the summer course given for 2018 Mathematical Finance Summer School at Shandong Unversity. It contains a brief introduction to the Kyle model and th…