Sorin Nedelcu

According to our database¹, Sorin Nedelcu authored at least 3 papers between 2012 and 2015.

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2015

The Formation of Financial Bubbles in Defaultable Markets.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2015

2014

Shifting martingale measures and the birth of a bubble as a submartingale.

[BibT_eX]

[DOI]

Finance Stochastics, 2014

2012

GPU implementations of the bond fluctuation model.

[BibT_eX]

[DOI]

J. Comput. Phys., 2012