E-LIB Suche - Ergebnisse für: Coculescu, Delia

1

Opinion dynamics in communities with major influencers and ..:

Coculescu, Delia ; Motte, Médéric ; Pham, Huyên
Mathematics and Financial Economics. , 2024

Link: https://doi.org/10.1007/..

2

Insiders and Their Free Lunches: The Role of Short Position:

Coculescu, Delia ; Dandapani, Aditi
SIAM Journal on Financial Mathematics. 13 (2022) 3 - p. 877-902 , 2022

Link: https://doi.org/10.1137/..

3

Fairness principles for insurance contracts in the presence..:

Coculescu, Delia ; Delbaen, Freddy
Mathematical Finance. 32 (2022) 2 - p. 595-626 , 2022

Link: https://doi.org/10.1111/..

4

Group cohesion under individual regulatory constraints:

Coculescu, Delia ; Delbaen, Freddy
Scandinavian Actuarial Journal. 2022 (2021) 1 - p. 80-93 , 2021

Link: https://doi.org/10.1080/..

5

Some no-arbitrage rules under short-sales constraints, and ..:

Coculescu, Delia ; Jeanblanc, Monique
Finance and Stochastics. 23 (2019) 2 - p. 397-421 , 2019

Link: https://doi.org/10.1007/..

6

Surplus Sharing with Coherent Utility Functions:

Coculescu, Delia ; Delbaen, Freddy
Risks. 7 (2019) 1 - p. 7 , 2019

Link: https://doi.org/10.3390/..

7

SHAREHOLDER RISK MEASURES:

Coculescu, Delia ; Rochet, Jean‐Charles
Mathematical Finance. 28 (2016) 1 - p. 5-28 , 2016

Link: https://doi.org/10.1111/..

8

Endogenous trading in credit default swaps:

Chesney, Marc ; Coculescu, Delia ; Gökay, Selim
Decisions in Economics and Finance. 39 (2015) 1 - p. 1-31 , 2015

Link: https://doi.org/10.1007/..

9

Default times, no-arbitrage conditions and changes of proba..:

Coculescu, Delia ; Jeanblanc, Monique ; Nikeghbali, Ashkan
Finance and Stochastics. 16 (2012) 3 - p. 513-535 , 2012

Link: https://doi.org/10.1007/..

10

Dividends and leverage: How to optimally exploit a non-rene..:

Coculescu, Delia
Journal of Economic Dynamics and Control. 35 (2011) 3 - p. 312-329 , 2011

Link: https://doi.org/10.1016/..

11

HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES:

Coculescu, Delia ; Nikeghbali, Ashkan
Mathematical Finance. 22 (2010) 3 - p. 519-537 , 2010

Link: https://doi.org/10.1111/..

12

Valuation of default-sensitive claims under imperfect infor..:

Coculescu, Delia ; Geman, Hélyette ; Jeanblanc, Monique
Finance and Stochastics. 14 (2009) 1 - p. 153-155 , 2009

Link: https://doi.org/10.1007/..

13

Valuation of default-sensitive claims under imperfect infor..:

Coculescu, Delia ; Geman, Hélyette ; Jeanblanc, Monique
Finance and Stochastics. 12 (2008) 2 - p. 195-218 , 2008

Link: https://doi.org/10.1007/..

14

Opinion dynamics in communities with major influencers and ..:

Coculescu, Delia ; Motte, Médéric ; Pham, Huyên
http://arxiv.org/abs/2306.16553. , 2023

Link: http://arxiv.org/abs/230..

15

Group cohesion under individual regulatory constraints:

Coculescu, Delia ; Delbaen, Freddy
info:eu-repo/semantics/altIdentifier/doi/10.1080/03461238.2021.1934104. , 2022

Link: https://hdl.handle.net/2..