| Valuation of default-sensitive claims under imperfect information D Coculescu, H Geman, M Jeanblanc Finance and Stochastics 12, 195-218, 2008 | 81 | 2008 |
| Default times, no-arbitrage conditions and changes of probability measures D Coculescu, M Jeanblanc, A Nikeghbali Finance and Stochastics 16, 513-535, 2012 | 64 | 2012 |
| Hazard processes and martingale hazard processes D Coculescu, A Nikeghbali Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 45 | 2012 |
| From the decompositions of a stopping time to risk premium decompositions D Coculescu arXiv preprint arXiv:0912.4312, 2009 | 8 | 2009 |
| From the decompositions of a stopping time to risk premium decompositions D Coculescu ESAIM: Proceedings and Surveys 56, 1-21, 2017 | 6 | 2017 |
| Filtrations D Coculescu, A Nikeghbali Encyclopedia of Quantitative Finance, 2010 | 6 | 2010 |
| Shareholder risk measures D Coculescu, JC Rochet Mathematical Finance 28 (1), 5-28, 2018 | 4 | 2018 |
| Filtrations D Coculescu, A Nikeghbali arXiv preprint arXiv:0712.0622, 2007 | 4 | 2007 |
| A default system with overspilling contagion D Coculescu, G Visentin arXiv preprint arXiv:1709.09255, 2017 | 3 | 2017 |
| Dividends and leverage: How to optimally exploit a non-renewable investment D Coculescu Journal of Economic Dynamics and Control 35 (3), 312-329, 2011 | 3 | 2011 |
| Insiders and their free lunches: The role of short positions D Coculescu, A Dandapani SIAM Journal on Financial Mathematics 13 (3), 877-902, 2022 | 2 | 2022 |
| Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices D Coculescu, M Jeanblanc Finance and Stochastics 23 (2), 397-421, 2019 | 2 | 2019 |
| Surplus sharing with coherent utility functions D Coculescu, F Delbaen Risks 7 (1), 7, 2019 | 2 | 2019 |
| Endogenous trading in credit default swaps M Chesney, D Coculescu, S Gökay Decisions in Economics and Finance 39, 1-31, 2016 | 2 | 2016 |
| Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation D Coculescu, M Motte, H Pham Mathematics and Financial Economics, 1-45, 2024 | 1 | 2024 |
| Fairness principles for insurance contracts in the presence of default risk D Coculescu, F Delbaen Mathematical Finance 32 (2), 595-626, 2022 | 1 | 2022 |
| Group cohesion under individual regulatory constraints D Coculescu, F Delbaen Scandinavian Actuarial Journal 2022 (1), 80-93, 2022 | 1 | 2022 |
| Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints D Coculescu, M Jeanblanc arXiv preprint arXiv:1709.09252, 2017 | 1 | 2017 |
| Evaluation d'actifs et politiques optimales de la firme en présence de risque de défaut D Coculescu Paris 9, 2006 | 1 | 2006 |
| Emergence and Evolution of Cooperation for Survival: A Continuous Time Model D Coculescu, O Lupascu Stamate, G Visentin SSRN, 2021 | | 2021 |
