Delia Coculescu

Default times, no-arbitrage conditions and changes of probability measures

Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali, 2012, Finance Stochastics.

Valuation of default-sensitive claims under imperfect information

Delia Coculescu, Monique Jeanblanc, Hélyette Geman, 2008, Finance Stochastics.

Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices

Delia Coculescu, Monique Jeanblanc, 2019, Finance Stochastics.

Valuation of default-sensitive claims under imperfect information (Publisher’s Erratum)

Delia Coculescu, Monique Jeanblanc, Hélyette Geman, 2010, Finance Stochastics.