Published in arXiv, 2025
Recommended citation: Gueye, D., Quintos, A. Dependent Default Modeling through Multivariate Generalized Cox Processes. Preprint (2025). https://arxiv.org/abs/2508.05022
Published in arXiv, 2024
Recommended citation: Jiang, C., Kim D., Quintos, A., Wang, Y. Robust Reinforcement Learning under Diffusion Models for Data with Jumps. Preprint (2024). https://arxiv.org/abs/2411.11697
Published in ESAIM: PS, 2024
Recommended citation: Protter, P., Quintos, A. “Stopping Times Occurring Simultaneously”, ESAIM: PS, 28, 110-131 (2024). https://doi.org/10.1051/ps/2024001
Published in Annals of Operations Research, 2022
Recommended citation: Jarrow, R., Protter, P., Quintos, A. Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. Ann Oper Res (2022). https://doi.org/10.1007/s10479-022-05146-9
Published in Annals of Finance, 2022
Recommended citation: Protter, P., Quintos, A. Optimal group size in microlending. Ann Finance 18, 121–132 (2022). https://doi.org/10.1007/s10436-020-00382-0