A. Deniz Sezer

Available identifiers

Publication	Date of Publication	Type
Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information	2024-01-31	Paper
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets	2021-06-02	Paper
Nonhedgeable risk and Credit Risk Pricing	2019-10-18	Paper
Laws of large numbers for supercritical branching Gaussian processes	2019-09-19	Paper
Moment densities of super Brownian motion, and a Harnack estimate for a class of \(X\)-harmonic functions	2014-11-13	Paper
Conditioning super-Brownian motion on its boundary statistics, and fragmentation	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	2011-09-02	Paper
Information reduction via level crossings in a credit risk models	2007-12-16	Paper
Filtration shrinkage by level-crossings of a diffusion	2007-07-09	Paper

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