Albert J. Menkveld

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 3

Top Topics

Remains Unclear

Enterprise Systems

Video Sequences

Top Venues

Publications

Evangelos Benos, Wenqian Huang, Albert J. Menkveld, Michalis Vasios
The Cost of Clearing Fragmentation. Manag. Sci. 70 (6) (2024)
Wenqian Huang, Albert J. Menkveld, Shihao Yu
Central Counterparty Exposure in Stressed Markets. Manag. Sci. 67 (6) (2021)
Albert J. Menkveld, Bart Zhou Yueshen
The Flash Crash: A Cautionary Tale About Highly Fragmented Markets. Manag. Sci. 65 (10) (2019)
Albert J. Menkveld, Ton Vorst
A Pricing Model for American Options with Gaussian Interest Rates. Ann. Oper. Res. 100 (1-4) (2000)