Delia Coculescu

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
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation Mathematics and Financial Economics	2024-11-01	Paper
A default system with overspilling contagion Frontiers of Mathematical Finance	2024-06-04	Paper
Fairness principles for insurance contracts in the presence of default risk Mathematical Finance	2023-09-28	Paper
Fairness principles for insurance contracts in the presence of default risk Mathematical Finance	2023-09-28	Paper
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation	2023-06-28	Paper
Insiders and Their Free Lunches: The Role of Short Positions SIAM Journal on Financial Mathematics	2022-08-22	Paper
Group cohesion under individual regulatory constraints Scandinavian Actuarial Journal	2022-06-20	Paper
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices Finance and Stochastics	2019-04-24	Paper
Shareholder risk measures Mathematical Finance	2018-04-13	Paper
From the decompositions of a stopping time to risk premium decompositions ESAIM: Proceedings and Surveys	2018-03-07	Paper
Endogenous trading in credit default swaps Decisions in Economics and Finance	2016-04-20	Paper
Hazard processes and martingale hazard processes Mathematical Finance	2013-02-28	Paper
Default times, no-arbitrage conditions and changes of probability measures Finance and Stochastics	2012-11-15	Paper
Default times, no-arbitrage conditions and changes of probability measures Finance and Stochastics	2012-11-15	Paper
Dividends and leverage: how to optimally exploit a non-renewable investment Journal of Economic Dynamics and Control	2011-02-02	Paper
Valuation of default-sensitive claims under imperfect information Finance and Stochastics	2008-06-18	Paper
Filtrations	2007-12-04	Paper

Research outcomes over time

This page was built for person: Delia Coculescu