Delia Coculescu

Publication Activity (10 Years)

Years Active: 2008-2022
Publications (10 Years): 2

Top Topics

Rule Based Systems

Derivation Rules

Dynamic Pricing

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Delia Coculescu, Aditi Dandapani
Insiders and Their Free Lunches: The Role of Short Positions. SIAM J. Financial Math. 13 (3) (2022)
Delia Coculescu, Monique Jeanblanc
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance Stochastics 23 (2) (2019)
Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali
Default times, no-arbitrage conditions and changes of probability measures. Finance Stochastics 16 (3) (2012)
Delia Coculescu, Hélyette Geman, Monique Jeanblanc
Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). Finance Stochastics 14 (1) (2010)
Delia Coculescu, Hélyette Geman, Monique Jeanblanc
Valuation of default-sensitive claims under imperfect information. Finance Stochastics 12 (2) (2008)