Stopping Times Occurring Simultaneously
Published in ESAIM: PS, 2024
Recommended citation: P. Protter, A. Quintos, “Stopping Times Occurring Simultaneously”, ESAIM: PS, 28, 110-131 (2024). https://doi.org/10.1051/ps/2024001
Publications
Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk
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
Optimal group size in microlending
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