Working Papers

ZORA Publication List

Publications

• 2023

  • Coculescu, Delia; Pham, Huyen; Motte, Mederic (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. ArXiv.org 2306.16553, Cornell University.

• 2021

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

• 2020

  • Coculescu, Delia; Delbaen, Freddy (2020). Fairness principles for insurance contracts in the presence of default risk. ArXiv.org 2009.04408, Cornell University.
  • Coculescu, Delia; Dandapani, Aditi (2020). Insiders and their Free Lunches: the Role of Short Positions. ArXiv.org 2012.00359, Cornell University.
  • Coculescu, Delia; Delbaen, Freddy (2020). Group cohesion under individual regulatory constraints. ArXiv.org 2010.0142, Cornell University.

• 2017

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

• 2010

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