Delia Coculescu

According to our database, Delia Coculescu authored at least 5 papers between 2008 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Insiders and Their Free Lunches: The Role of Short Positions.

Delia Coculescu, Aditi Dandapani

SIAM J. Financial Math., September, 2022

2019

Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices.

Delia Coculescu, Monique Jeanblanc

Finance Stochastics, 2019

2012

Default times, no-arbitrage conditions and changes of probability measures.

Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali

Finance Stochastics, 2012

2010

Valuation of default-sensitive claims under imperfect information (Publisher's Erratum).

Delia Coculescu, Hélyette Geman, Monique Jeanblanc

Finance Stochastics, 2010

2008

Valuation of default-sensitive claims under imperfect information.

Delia Coculescu, Hélyette Geman, Monique Jeanblanc

Finance Stochastics, 2008