Concepedia

Umut Çeti̇n

UÇ

12

Publications

659

Citations

12

H-Index

2004

Active since

Affiliations

London School of Economics and Political Science(Current)

Cornell University

Umut Çeti̇n is an author at London School of Economics and Political Science specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingEngineeringOption PricingLiquidityManagementEconomic AnalysisFinancial Economics

Publications per year

2004–2016

11

Publications

12

Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence

Umut Çeti̇n, Robert A. Jarrow, Philip Protter et al. · Review of Financial Studies · 2006 · 186 citations

Liquidity Risk, Economics, Option Pricing +15

Option hedging for small investors under liquidity costs

Umut Çeti̇n, H. Meté Soner, Nizar Touzi · Finance and Stochastics · 2009 · 130 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

MODELING LIQUIDITY EFFECTS IN DISCRETE TIME

Umut Çeti̇n, L. C. G. Rogers · Mathematical Finance · 2006 · 103 citations · Full text

Engineering, Liquidity, Portfolio Choice +17

PRICING AND HEDGING IN CARBON EMISSIONS MARKETS

Umut Çeti̇n, Michel Verschuere · International Journal of Theoretical and Applied Finance · 2009 · 54 citations

Emission Allowances, Engineering, Carbon Allowances +17

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

Luciano Campi, Umut Çeti̇n · Finance and Stochastics · 2007 · 41 citations · Full text

Empirical Finance, Market Microstructure, Economics +11

Rows per page

1–5 of 12