Umut Çeti̇n

1.0k total citations
23 papers, 364 citations indexed

About

Umut Çeti̇n is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Umut Çeti̇n has authored 23 papers receiving a total of 364 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 11 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Umut Çeti̇n's work include Stochastic processes and financial applications (16 papers), Economic theories and models (9 papers) and Financial Markets and Investment Strategies (7 papers). Umut Çeti̇n is often cited by papers focused on Stochastic processes and financial applications (16 papers), Economic theories and models (9 papers) and Financial Markets and Investment Strategies (7 papers). Umut Çeti̇n collaborates with scholars based in United Kingdom, United States and France. Umut Çeti̇n's co-authors include Robert A. Jarrow, Philip Protter, L. C. G. Rogers, Nizar Touzi, H. Meté Soner, Luciano Campi, Yıldıray Yıldırım, Albert N. Shiryaev, Alexander Novikov and Hao Xing and has published in prestigious journals such as Review of Financial Studies, Stochastic Processes and their Applications and Mathematical Finance.

In The Last Decade

Umut Çeti̇n

18 papers receiving 323 citations

Peers

Umut Çeti̇n

FINAN

MSOR

ACCOU

GEEF

Francesco Audrino Switzerland

Manuel Moreno Spain

Georges Tsafack United States

Tiziano Vargiolu Italy

Arturo Leccadito Italy

Aleš Černý United Kingdom

Thierry Ané France

Christian Menn Germany

Brice V. Dupoyet United States

Francesco Audrino Switzerland

Umut Çeti̇n

224 ×0.7

FINAN

198 ×0.9

116 ×2.1

MSOR

34 ×1.1

ACCOU

24 ×1.2

GEEF

Citations per year, relative to Umut Çeti̇n Umut Çeti̇n (= 1×) peers Francesco Audrino

Countries citing papers authored by Umut Çeti̇n

Since Specialization

Citations

This map shows the geographic impact of Umut Çeti̇n's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Umut Çeti̇n with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Umut Çeti̇n more than expected).

Fields of papers citing papers by Umut Çeti̇n

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Umut Çeti̇n. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Umut Çeti̇n. The network helps show where Umut Çeti̇n may publish in the future.

Co-authorship network of co-authors of Umut Çeti̇n

This figure shows the co-authorship network connecting the top 25 collaborators of Umut Çeti̇n. A scholar is included among the top collaborators of Umut Çeti̇n based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Umut Çeti̇n. Umut Çeti̇n is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Çeti̇n, Umut & Kasper Larsen. (2024). Is Kyle’s equilibrium model stable?. Mathematics and Financial Economics. 18(4). 623–639.

Çeti̇n, Umut & Kasper Larsen. (2023). Uniqueness in Cauchy problems for diffusive real-valued strict local martingales. London School of Economics and Political Science Theses Online (London School of Economics and Political Science). 10(13). 381–406. 2 indexed citations

Çeti̇n, Umut, et al.. (2023). Order Routing and Market Quality: Who Benefits From Internalization?. SSRN Electronic Journal.

Çeti̇n, Umut & Henri Waelbroeck. (2023). Power laws in market microstructure. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 2(1). 56–98. 1 indexed citations

Çeti̇n, Umut & Kasper Larsen. (2023). Is Kyle’s Equilibrium Model Stable?. SSRN Electronic Journal.

Çeti̇n, Umut, et al.. (2018). Dynamic Markov Bridges and Market Microstructure. CERN Document Server (European Organization for Nuclear Research).

Çeti̇n, Umut, et al.. (2015). Markov bridges: SDE representation. Stochastic Processes and their Applications. 126(3). 651–679. 6 indexed citations

Çeti̇n, Umut. (2015). On certain integral functionals of squared Bessel processes. Stochastics. 87(6). 1033–1060.

Çeti̇n, Umut, et al.. (2014). A simple model for market booms and crashes. Mathematics and Financial Economics. 8(3). 291–319. 2 indexed citations

10.

Çeti̇n, Umut & Hao Xing. (2013). Point process bridges and weak convergence of insider trading models. Electronic Journal of Probability. 18(none). 3 indexed citations

11.

Çeti̇n, Umut, Alexander Novikov, & Albert N. Shiryaev. (2013). Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion. Sequential Analysis. 32(3). 288–296. 10 indexed citations

12.

Campi, Luciano, et al.. (2013). Explicit construction of a dynamic Bessel bridge of dimension $3$. Electronic Journal of Probability. 18(none). 3 indexed citations

13.

Çeti̇n, Umut. (2012). On absolutely continuous compensators and nonlinear filtering equations in default risk models. Stochastic Processes and their Applications. 122(11). 3619–3647. 3 indexed citations

14.

Campi, Luciano, et al.. (2012). Equilibrium model with default and dynamic insider information. Finance and Stochastics. 17(3). 565–585. 12 indexed citations

15.

Çeti̇n, Umut, H. Meté Soner, & Nizar Touzi. (2009). Option hedging for small investors under liquidity costs. Finance and Stochastics. 14(3). 317–341. 73 indexed citations

16.

Çeti̇n, Umut, et al.. (2009). PRICING AND HEDGING IN CARBON EMISSIONS MARKETS. International Journal of Theoretical and Applied Finance. 12(7). 949–967. 37 indexed citations

17.

Çeti̇n, Umut, H. Meté Soner, & Nizar Touzi. (2007). Options hedging under liquidity costs. Sabanci University. 2 indexed citations

18.

Çeti̇n, Umut, et al.. (2006). Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence. Review of Financial Studies. 19(2). 493–529. 106 indexed citations

19.

Çeti̇n, Umut, Robert A. Jarrow, Philip Protter, & Yıldıray Yıldırım. (2004). Modeling Credit Risk with Partial Information. SSRN Electronic Journal. 14 indexed citations

20.

Çeti̇n, Umut, Robert A. Jarrow, Philip Protter, & Yıldıray Yıldırım. (2004). MODELING CREDIT RISK WITH PARTIAL INFORMATION. The Annals of Applied Probability. 14(3). 579–590. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact