Umut Çetin

Finance · 2004–2007

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Umut Çetin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tomasz R. Bielecki
  2. Marek Rutkowski

Who trusts Umut Çetin overall

  1. L. Rogers
  2. Robert A. Jarrow
  3. Surbjeet Singh
  4. Philip Protter
  5. Jocelyne Bion-Nadal
  6. Fan Yu
  7. Olivier Guéant

Papers from Umut Çetin's perspective

Ordered by how strongly the researchers Umut Çetin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Credit Risk: Modeling, Valuation And Hedging
  2. Structural Models of Corporate Bond Pricing: An Empirical Analysis
  3. The Pricing of Options and Corporate Liabilities
  4. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  5. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
  6. Pricing Via Utility Maximization and Entropy
  7. The Defaultable Lévy Term Structure: Ratings and Restructuring
  8. On Models of Default Risk
  9. Calibration and Implementation of Convertible Bond Models
  10. Convertible Bonds: Financial Derivatives of Game Type

Their papers