Dong, J., Korobenko, L. and Sezer, D. A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Revised and resubmitted to Quantitative Finance)
I am accepting applications for both Ph.D and Masters in all of the above areas. Candidates with a strong background in probability and statistics will be given priority.
I am also offering a fellowship for Ph.D in spatio temporal processes and applications to modeling of wind and and solar energy. For more information please follow the link:
Fellowship in spatio-temporal processes and applications to wind and solar energy