A. Deniz Sezer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information Mathematical Finance	2024-01-31	Paper
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets Quantitative Finance	2021-06-02	Paper
Nonhedgeable risk and Credit Risk Pricing	2019-10-18	Paper
Laws of large numbers for supercritical branching Gaussian processes Stochastic Processes and their Applications	2019-09-19	Paper
Moment densities of super Brownian motion, and a Harnack estimate for a class of \(X\)-harmonic functions Potential Analysis	2014-11-13	Paper
Conditioning super-Brownian motion on its boundary statistics, and fragmentation The Annals of Probability	2013-11-12	Paper
Conditioning super-Brownian motion on its boundary statistics, and fragmentation The Annals of Probability	2013-11-12	Paper
Exit densities of Super--Brownian motion as extreme X-harmonic functions	2013-05-06	Paper
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances Bernoulli	2011-09-02	Paper
Information reduction via level crossings in a credit risk models Finance and Stochastics	2007-12-16	Paper
Filtration shrinkage by level-crossings of a diffusion The Annals of Probability	2007-07-09	Paper

Research outcomes over time

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