Delia Coculescu

Identifiers

• name variant Delia Coculescu 0.60 · backfill

Papers (6)

1. Surplus sharing with coherent utility functions q-fin.MF · 2018 · author #1
2. Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints q-fin.MF · 2017 · author #1
3. From the decompositions of a stopping time to risk premium decompositions q-fin.PR · 2009 · author #1
4. Default times, non arbitrage conditions and change of probability measures math.PR · 2008 · author #1
5. Hazard processes and martingale hazard processes q-fin.RM · 2008 · author #1
6. Filtrations math.PR · 2007 · author #1

Mentions

• 0912.4312 #1 · backfill · confidence 0.70 Delia Coculescu
• 0812.4064 #1 · backfill · confidence 0.70 Delia Coculescu
• 0807.4958 #1 · backfill · confidence 0.70 Delia Coculescu
• 0712.0622 #1 · backfill · confidence 0.70 Delia Coculescu

Frequent Coauthors

• Ashkan Nikeghbali 3 shared papers
• Monique Jeanblanc 2 shared papers
• Freddy Delbaen 1 shared papers