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Number of items: 12.

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

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

Coculescu, Delia (2017). A default system with overspilling contagion. SSRN 3004484, University of Zurich.

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

Coculescu, Delia; Jeanblanc, Monique (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices. Mathematical Finance n/a, University of Zurich.

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

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

Coculescu, Delia; Nikeghbali, Ashkan (2012). Hazard Processes and Martingale Hazard Processes. Mathematical Finance, 22(3):519-537.

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

Coculescu, Delia (2010). From the decompositions of a stopping time to risk premium decompositions. arxiv.org arXiv:0912, University of Zurich.

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

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

This list was generated on Tue Mar 19 21:48:20 2019 CET.