Sorin Nedelcu

According to our database, Sorin Nedelcu authored at least 3 papers between 2012 and 2015.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2015

The Formation of Financial Bubbles in Defaultable Markets.

Francesca Biagini, Sorin Nedelcu

SIAM J. Financial Math., 2015

2014

Shifting martingale measures and the birth of a bubble as a submartingale.

Francesca Biagini, Hans Föllmer, Sorin Nedelcu

Finance Stochastics, 2014

2012

GPU implementations of the bond fluctuation model.

Sorin Nedelcu, Marco Werner, Michael Lang, Jens-Uwe Sommer

J. Comput. Phys., 2012