Liquidity risk and arbitrage pricing theory. - Umut Çetin; Robert A. Jarrow; Philip Protter (Finance Stochastics, 2004)

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. - Luciano Campi; Umut Çetin (Finance Stochastics, 2007)

Option hedging for small investors under liquidity costs. - Umut Çetin; H. Mete Soner; Nizar Touzi (Finance Stochastics, 2010)

Equilibrium model with default and dynamic insider information. - Luciano Campi; Umut Çetin; Albina Danilova (Finance Stochastics, 2013)

Financial equilibrium with asymmetric information and random horizon. - Umut Çetin (Finance Stochastics, 2018)

Speeding up the Euler scheme for killed diffusions. - Umut Çetin; Julien Hok (CoRR, 2021)

On Pricing Rules and Optimal Strategies in General Kyle-Back Models. - Umut Çetin; Albina Danilova (SIAM J. Control. Optim., 2021)

Insider trading with penalties in continuous time. - Umut Çetin (J. Econ. Theory, 2025)