Stopping Times Occurring Simultaneously
Published in arXiv, 2022
Recommended citation: Protter, P., Quintos, A. Stopping Times Occurring Simultaneously. (2022). https://arxiv.org/abs/2111.09458
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