Sorin Nedelcu

Publication Activity (10 Years)

Years Active: 2012-2015
Publications (10 Years): 0

Top Topics

Financial Institutions

Interestingness Measures

Top Venues

Finance Stochastics

J. Comput. Phys.

SIAM J. Financial Math.

Publications

Francesca Biagini, Sorin Nedelcu
The Formation of Financial Bubbles in Defaultable Markets. SIAM J. Financial Math. 6 (1) (2015)
Francesca Biagini, Hans Föllmer, Sorin Nedelcu
Shifting martingale measures and the birth of a bubble as a submartingale. Finance Stochastics 18 (2) (2014)
Sorin Nedelcu, Marco Werner, Michael Lang, Jens-Uwe Sommer
GPU implementations of the bond fluctuation model. J. Comput. Phys. 231 (7) (2012)