All Publications

ZORA Publication List

Publications

• Journal Article

  • 2024

    • Coculescu, D., Motte, M., & Pham, H. (2024). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation Mathematics and Financial Economics, 18, 333–377. https://doi.org/10.1007/s11579-024-00355-1
    • Coculescu, D., & Visentin, G. (2024). A default system with overspilling contagion Frontiers of Mathematical Finance, 3, 127–162. https://doi.org/10.3934/fmf.2024003

  • 2022

    • Coculescu, D., & Delbaen, F. (2022). Fairness principles for insurance contracts in the presence of default risk Mathematical Finance, 32, 595–626. https://doi.org/10.1111/mafi.12344
    • Coculescu, D., & Delbaen, F. (2022). Group cohesion under individual regulatory constraints Scandinavian Actuarial Journal, 2022, 80–93. https://doi.org/10.1080/03461238.2021.1934104
    • Coculescu, D., & Dandapani, A. (2022). Insiders and Their Free Lunches: The Role of Short Positions SIAM Journal on Financial Mathematics, 13, 877–902. https://doi.org/10.1137/20M1375826

  • 2019

    • Coculescu, D., & Delbaen, F. (2019). Surplus Sharing with Coherent Utility Functions Risks, 7, 7. https://doi.org/10.3390/risks7010007
    • Coculescu, D., & Jeanblanc, M. (2019). Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices Finance and Stochastics, 23, 397–421. https://doi.org/10.1007/s00780-019-00386-3

  • 2018

    • Rochet, J.-C., & Coculescu, D. (2018). Shareholder Risk Measures Mathematical Finance, 28, 5–28. https://doi.org/10.1111/mafi.12142

  • 2017

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

  • 2016

    • Chesney, M., Coculescu, D., & Gokay, S. (2016). Endogenous trading in Credit Default Swaps Decisions in Economics and Finance, 39, 1–31. https://doi.org/10.1007/s10203-015-0168-7

  • 2012

    • Coculescu, D., Jeanblanc, M., & Nikeghbali, A. (2012). Default times, no-arbitrage conditions and changes of probability measures Finance and Stochastics, 16, 513–535. https://doi.org/10.1007/s00780-011-0170-z

  • 2011

    • Coculescu, D. (2011). Dividends and leverage: How to optimally exploit a non-renewable investment Journal of Economic Dynamics and Control, 35, 312–329. https://doi.org/10.1016/j.jedc.2010.11.007

  • 2008

    • Coculescu, D., Geman, H., & Jeanblanc, M. (2008). Valuation of default-sensitive claims under imperfect information Finance and Stochastics, 12, 195–218. https://doi.org/10.1007/s00780-007-0060-6

• Book Section

  • 2010

    • Coculescu, D., & Nikeghbali, A. (2010). Filtrations In R. Cont (Ed.), Encyclopedia of Quantitative Finance (pp. 1–5). Wiley & Sons.

• Working Paper

  • 2026

    • Coculescu, D., Chesney, M., Gökay, N. S., & Santos, M. H. (2026). Economic Growth Versus Nature Protection: A Real Option Approach (No. 6180720; SSRN). Elsevier BV. https://doi.org/10.2139/ssrn.6180720

  • 2025

    • Coculescu, D., Janisch, M. S., & Lehéricy, T. (2025). Who Pays, Who Benefits? Producer-Insurer Games in Life-Saving Medicines (No. 1; Issue 1). https://doi.org/10.2139/ssrn.5517438

  • 2023

    • Coculescu, D., Pham, H., & Motte, M. (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation (2306.16553; ArXiv.Org). https://doi.org/10.48550/arXiv.2306.16553

  • 2021

    • Coculescu, D., Lupascu Stamate, O., & Visentin, G. (2021). Emergence and Evolution of Cooperation for Survival: A Continuous Time Model (No. 1189182; SSRN). https://doi.org/10.2139/ssrn.1189182

  • 2020

    • Coculescu, D., & Delbaen, F. (2020). Fairness principles for insurance contracts in the presence of default risk (2009.04408; ArXiv.Org). https://doi.org/10.48550/arXiv.2009.04408
    • Coculescu, D., & Dandapani, A. (2020). Insiders and their Free Lunches: the Role of Short Positions (2012.00359; ArXiv.Org). http://arxiv.org/abs/2012.00359
    • Coculescu, D., & Delbaen, F. (2020). Group cohesion under individual regulatory constraints (2010.0142; ArXiv.Org). https://doi.org/10.48550/arXiv.2010.01428

  • 2017

    • Coculescu, D. (2017). A default system with overspilling contagion (No. 3004484; SSRN). https://ssrn.com/abstract=3004484
    • Coculescu, D., & Jeanblanc, M. (2017). Some No-Arbitrage Rules under Short-Sales Constraints and Applications to Converging Asset Prices (n/a; Mathematical Finance). https://arxiv.org/abs/1709.09252

  • 2010

    • Coculescu, D. (2010). From the decompositions of a stopping time to risk premium decompositions (arXiv:0912; ArXiv.Org). https://arxiv.org/abs/0912.4312