GPU implementations of the bond fluctuation model. - Sorin Nedelcu; Marco Werner; Michael Lang 006; Jens-Uwe Sommer (J. Comput. Phys., 2012)

Shifting martingale measures and the birth of a bubble as a submartingale. - Francesca Biagini; Hans Föllmer; Sorin Nedelcu (Finance Stochastics, 2014)

The Formation of Financial Bubbles in Defaultable Markets. - Francesca Biagini; Sorin Nedelcu (SIAM J. Financial Math., 2015)