Valuation of default-sensitive claims under imperfect information. - Delia Coculescu; Hélyette Geman; Monique Jeanblanc (Finance Stochastics, 2008)

Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). - Delia Coculescu; Hélyette Geman; Monique Jeanblanc (Finance Stochastics, 2010)

Default times, no-arbitrage conditions and changes of probability measures. - Delia Coculescu; Monique Jeanblanc; Ashkan Nikeghbali (Finance Stochastics, 2012)

Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. - Delia Coculescu; Monique Jeanblanc (Finance Stochastics, 2019)

Insiders and Their Free Lunches: The Role of Short Positions. - Delia Coculescu; Aditi Dandapani (SIAM J. Financial Math., 2022)