| Dynamic Markov bridges motivated by models of insider trading L Campi, U Cetin, A Danilova Stochastic Processes and their Applications 121 (3), 534-567, 2011 | 47 | 2011 |
| Optimal investment with inside information and parameter uncertainty A Danilova, M Monoyios, A Ng Mathematics and Financial Economics 3, 13-38, 2010 | 38 | 2010 |
| Stock market insider trading in continuous time with imperfect dynamic information A Danilova Stochastics An International Journal of Probability and Stochastics …, 2010 | 38 | 2010 |
| Equilibrium model with default and dynamic insider information L Campi, U Çetin, A Danilova Finance and Stochastics 17, 565-585, 2013 | 33 | 2013 |
| Storing arb H Ahn, A Danilova, G Swindle Wilmott 1, 78-83, 2002 | 25 | 2002 |
| Markovian Nash equilibrium in financial markets with asymmetric information and related forward–backward systems U Çetin, A Danilova | 23 | 2016 |
| Markov bridges: SDE representation U Çetin, A Danilova Stochastic Processes and their Applications 126 (3), 651-679, 2016 | 19 | 2016 |
| Explicit construction of a dynamic Bessel bridge of dimension L Campi, U Cetin, A Danilova | 14 | 2013 |
| On Pricing Rules and Optimal Strategies in General Kyle--Back Models U Çetin, A Danilova SIAM Journal on Control and Optimization 59 (5), 3973-3998, 2021 | 10 | 2021 |
| Dynamic Markov Bridges and Market Microstructure: Theory and Applications U Çetin, A Danilova Springer, 2018 | 10 | 2018 |
| Hedging financial instruments written on non-tradable indexes R Carmona, A Danilova Unpublished manuscript, 2003 | 5 | 2003 |
| Understanding volatility, liquidity, and the Tobin tax A Danilova, C Julliard Preprint, 2019 | 4 | 2019 |
| Risk-Sensitive Investment Management A Danilova Quantitative Finance 15 (12), 1913-1914, 2015 | 3 | 2015 |
| Information asymmetries, volatility, liquidity, and the Tobin Tax A Danilova, C Julliard LSE Financial Markets Group, 2015 | 3 | 2015 |
| Markov Processes U Çetin, A Danilova, U Çetin, A Danilova Dynamic Markov Bridges and Market Microstructure: Theory and Applications, 3-21, 2018 | 1 | 2018 |
| Equilibrium model with default and insider's dynamic information L Campi, U Cetin, A Danilova | 1 | 2011 |
| Emergence of stochastic volatility from informational heterogeneity A Danilova Princeton University, 2005 | 1 | 2005 |
| On pricing rules and optimal strategies in general Kyle-Back models A Danilova arXiv. org Papers, 2021 | | 2021 |
| Stochastic Filtering U Çetin, A Danilova, U Çetin, A Danilova Dynamic Markov Bridges and Market Microstructure: Theory and Applications, 63-79, 2018 | | 2018 |
| Dynamic Bridges U Çetin, A Danilova, U Çetin, A Danilova Dynamic Markov Bridges and Market Microstructure: Theory and Applications …, 2018 | | 2018 |
Umut CetinProfessor in Statistics, LSEVerified email at lse.ac.uk
