Publications

Ashkan Nikeghbali, Delia Marina Coculescu, Monique Jeanblanc (2008). Default times, non arbitrage conditions and change of probability measures. Finance and Stochastics, 16(2012), no. 3, 513-535 [pdf]

Ashkan Nikeghbali, Delia Marina Coculescu (2008). Hazard processes and martingale hazard processes. Mathematical Finance 22(2012), no. 3, 519-537 [pdf]

Ashkan Nikeghbali, Delia Marina Coculescu (2007). Filtrations. Encyclopedia of Quantitative Finance, Wiley, vol. II, pp. 683-686, (2010) [pdf]

Delia Coculescu (2010). From the decompositions of a stopping time to risk premium decompositionsarXiv:0912; ArXiv.Org). https://arxiv.org/abs/0912.4312 [zora]

Delia Coculescu (2017). A default system with overspilling contagionNo. 3004484; SSRN). https://ssrn.com/abstract=3004484 [zora]

Delia Coculescu, Monique Jeanblanc (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Pricesn/a; Mathematical Finance). https://arxiv.org/abs/1709.09252 [zora]

Marc Chesney, Delia Coculescu, Selim Gökay, Maria J. Santos (2026). Economic growth versus nature protection: a real option approach. Annals of Operations Research, 1–31. https://doi.org/10.1007/s10479-026-07292-w [zora]

Delia Coculescu, Hélyette Geman, Monique Jeanblanc (2008). Valuation of default-sensitive claims under imperfect information. Finance and Stochastics, 12(2):195-218. [zora]

Delia Coculescu, Ashkan Nikeghbali (2010). Filtrations. In: Cont, Rama . Encyclopedia of Quantitative Finance. Chichester, UK: Wiley & Sons, 1-5. [zora]

Delia Coculescu (2011). Dividends and leverage: How to optimally exploit a non-renewable investment. Journal of Economic Dynamics and Control, 35(3):312-329. [zora]

Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535. [zora]

Marc Chesney, Delia Coculescu, Selim Gokay (2016). Endogenous trading in Credit Default Swaps. Decisions in Economics and Finance, 39(1):1-31. [zora]

Delia Coculescu (2017). From the decompositions of a stopping times to risk premium decompositions. ESAIM: Proceedings and Surveys, 60:1-60. [zora]

Jean-Charles Rochet, Delia Coculescu (2018). Shareholder Risk Measures. Mathematical Finance, 28(1):5-28. [zora]

Delia Coculescu, Freddy Delbaen (2019). Surplus Sharing with Coherent Utility Functions. Risks, 7(1):7. [zora]

Delia Coculescu, Monique Jeanblanc (2019). Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance and Stochastics, 23(2):397-421. [zora]

Delia Coculescu, Freddy Delbaen (2020). Fairness principles for insurance contracts in the presence of default risk. ArXiv.org 2009.04408, Cornell University. [zora] [arxiv]

Delia Coculescu, Freddy Delbaen (2020). Group cohesion under individual regulatory constraints. ArXiv.org 2010.0142, Cornell University. [zora] [arxiv]

Delia Coculescu, Aditi Dandapani (2020). Insiders and their Free Lunches: the Role of Short Positions. ArXiv.org 2012.00359, Cornell University. [zora] [arxiv]

Delia Coculescu, Oana Lupascu Stamate, Gabriele Visentin (2021). Emergence and Evolution of Cooperation for Survival: A Continuous Time Model. SSRN 1189182, University of Zurich. [zora]

Delia Coculescu, Freddy Delbaen (2022). Group cohesion under individual regulatory constraints. Scandinavian Actuarial Journal, 2022(1):80-93. [zora]

Delia Coculescu, Freddy Delbaen (2022). Fairness principles for insurance contracts in the presence of default risk. Mathematical Finance, 32(2):595-626. [zora]

Delia Coculescu, Aditi Dandapani (2022). Insiders and Their Free Lunches: The Role of Short Positions. SIAM Journal on Financial Mathematics, 13(3):877-902. [zora]

Delia Coculescu, Huyen Pham, Mederic Motte (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation2306.16553; ArXiv.Org). https://doi.org/10.48550/arXiv.2306.16553 [zora]

Delia Coculescu, Gabriele Visentin (2024). A default system with overspilling contagion. Frontiers of Mathematical Finance, 3(1):127-162. [zora]

Delia Coculescu, Mederic Motte, Huyen Pham (2024). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. Mathematics and Financial Economics, 18(2-3):333-377. [zora]

Delia Coculescu, Maximilian Sebastian Janisch, Thomas Lehéricy (2025). Who Pays, Who Benefits? Producer-Insurer Games in Life-Saving MedicinesNo. 1; Issue 1). https://doi.org/10.2139/ssrn.5517438 [zora]

Delia Coculescu, Marc Chesney, Selim Gökay, Maria Santos (2026). Economic Growth Versus Nature Protection: A Real Option ApproachNo. 6180720; SSRN). Elsevier BV. https://doi.org/10.2139/ssrn.6180720 [zora]