Robust Reinforcement Learning under Diffusion Models for Data with Jumps. - Chenyang Jiang; Donggyu Kim; Alejandra Quintos; Yazhen Wang (CoRR, 2024)

Computing the probability of a financial market failure: a new measure of systemic risk. - Robert Jarrow; Philip Protter; Alejandra Quintos (Ann. Oper. Res., 2024)