BibTeX records: Umut Çetin

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@article{DBLP:journals/jet/Cetin25,
  author       = {Umut {\c{C}}etin},
  title        = {Insider trading with penalties in continuous time},
  journal      = {J. Econ. Theory},
  volume       = {228},
  pages        = {106061},
  year         = {2025},
  url          = {https://doi.org/10.1016/j.jet.2025.106061},
  doi          = {10.1016/J.JET.2025.106061},
  timestamp    = {Sun, 02 Nov 2025 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jet/Cetin25.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamco/CetinD21,
  author       = {Umut {\c{C}}etin and
                  Albina Danilova},
  title        = {On Pricing Rules and Optimal Strategies in General Kyle-Back Models},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {59},
  number       = {5},
  pages        = {3973--3998},
  year         = {2021},
  url          = {https://doi.org/10.1137/20M1319267},
  doi          = {10.1137/20M1319267},
  timestamp    = {Mon, 03 Mar 2025 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamco/CetinD21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2107-03534,
  author       = {Umut {\c{C}}etin and
                  Julien Hok},
  title        = {Speeding up the Euler scheme for killed diffusions},
  journal      = {CoRR},
  volume       = {abs/2107.03534},
  year         = {2021},
  url          = {https://arxiv.org/abs/2107.03534},
  eprinttype   = {arXiv},
  eprint       = {2107.03534},
  timestamp    = {Tue, 20 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2107-03534.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Cetin18,
  author       = {Umut {\c{C}}etin},
  title        = {Financial equilibrium with asymmetric information and random horizon},
  journal      = {Finance Stochastics},
  volume       = {22},
  number       = {1},
  pages        = {97--126},
  year         = {2018},
  url          = {https://doi.org/10.1007/s00780-017-0348-0},
  doi          = {10.1007/S00780-017-0348-0},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Cetin18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CampiCD13,
  author       = {Luciano Campi and
                  Umut {\c{C}}etin and
                  Albina Danilova},
  title        = {Equilibrium model with default and dynamic insider information},
  journal      = {Finance Stochastics},
  volume       = {17},
  number       = {3},
  pages        = {565--585},
  year         = {2013},
  url          = {https://doi.org/10.1007/s00780-012-0196-x},
  doi          = {10.1007/S00780-012-0196-X},
  timestamp    = {Mon, 03 Mar 2025 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/CampiCD13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CetinST10,
  author       = {Umut {\c{C}}etin and
                  H. Mete Soner and
                  Nizar Touzi},
  title        = {Option hedging for small investors under liquidity costs},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {317--341},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0116-x},
  doi          = {10.1007/S00780-009-0116-X},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CetinST10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CampiC07,
  author       = {Luciano Campi and
                  Umut {\c{C}}etin},
  title        = {Insider trading in an equilibrium model with default: a passage from
                  reduced-form to structural modelling},
  journal      = {Finance Stochastics},
  volume       = {11},
  number       = {4},
  pages        = {591--602},
  year         = {2007},
  url          = {https://doi.org/10.1007/s00780-007-0038-4},
  doi          = {10.1007/S00780-007-0038-4},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CampiC07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CetinJP04,
  author       = {Umut {\c{C}}etin and
                  Robert A. Jarrow and
                  Philip Protter},
  title        = {Liquidity risk and arbitrage pricing theory},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {311--341},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0123-x},
  doi          = {10.1007/S00780-004-0123-X},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CetinJP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}