3 citations · 4 across the 9 of their papers we have counts for
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math.PR2018
Integral representation of subharmonic functions and optimal stopping with random discounting
Umut Çetin
An integral representation result for strictly positive subharmonic functions of a one-dimensional regular diffusion is established. More precisely, any such function can be writte…
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…