DIFFUSION TRANSFORMATIONS, BLACK–SCHOLES EQUATION AND OPTIMAL STOPPING von Çetin, Umut

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Minimal subharmonic functions and related integral representations von Çetiṅ, Umut

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Linear inverse problems for Markov processes and their regularisation von Çetin, Umut

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Financial equilibrium with asymmetric information and random horizon von Çetin, Umut

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Path transformations for local times of one-dimensional diffusions von Çetin, Umut

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Speeding up the Euler scheme for killed diffusions von Çetin, Umut, Hok, Julien

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On Pricing Rules and Optimal Strategies in General Kyle--Back Models von Çetin, Umut, Danilova, Albina

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Is Kyle’s equilibrium model stable? von Çetin, Umut, Larsen, Kasper

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MARKOVIAN NASH EQUILIBRIUM IN FINANCIAL MARKETS WITH ASYMMETRIC INFORMATION AND RELATED FORWARD–BACKWARD SYSTEMS von Çetin, Umut, Danilova, Albina

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Markov bridges: SDE representation von Çetin, Umut, Danilova, Albina

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Uniqueness in Cauchy problems for diffusive real-valued strict local martingales von Çetin, Umut, Larsen, Kasper

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Dynamic Markov Bridges and Market Microstructure: Theory and Applications von Çetin, Umut, Danilova, Albina

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Modeling Credit Risk with Partial Information von Umut Çetin, Jarrow, Robert, Protter, Philip, Yildiray Yildirim

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On absolutely continuous compensators and nonlinear filtering equations in default risk models von Çetin, Umut

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Dynamic Markov bridges motivated by models of insider trading von Campi, Luciano, Çetin, Umut, Danilova, Albina

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Filtered Azéma martingales von Çetin, Umut

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Option hedging for small investors under liquidity costs von Çetin, Umut, Soner, H. Mete, Touzi, Nizar

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Equilibrium model with default and dynamic insider information von Campi, Luciano, Çetin, Umut, Danilova, Albina

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A simple model for market booms and crashes von Çetin, Umut, Sheynzon, Ilya

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Point process bridges and weak convergence of insider trading models von Cetin, Umut, Xing, Hao

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