Computing the probability of a financial market failure: a new measure of systemic risk

Robert Jarrow, Philip Protter, Alejandra Quintos

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DOI: 10.1007/s10479-022-05146-9
Published: 2022-12-22
Container: Annals of Operations Research
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s10479-022-05146-9,
  title = {Computing the probability of a financial market failure: a new measure of systemic risk},
  author = {Robert Jarrow and Philip Protter and Alejandra Quintos},
  year = {2022},
  journal = {Annals of Operations Research},
  doi = {10.1007/s10479-022-05146-9},
  url = {https://doi.org/10.1007/s10479-022-05146-9}
}

RIS

TY  - JOUR
TI  - Computing the probability of a financial market failure: a new measure of systemic risk
AU  - Robert Jarrow
AU  - Philip Protter
AU  - Alejandra Quintos
PY  - 2022
JO  - Annals of Operations Research
DO  - 10.1007/s10479-022-05146-9
UR  - https://doi.org/10.1007/s10479-022-05146-9
ER  -

APA

Jarrow, R., Protter, P., & Quintos, A. (2022). Computing the probability of a financial market failure: a new measure of systemic risk. Annals of Operations Research. https://doi.org/10.1007/s10479-022-05146-9

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crossref · retrieved 2026-09-27T15:09:30.294Z