Albert J. Menkveld

Orcid: 0000-0002-9913-9242

According to our database1, Albert J. Menkveld authored at least 4 papers between 2000 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
The Cost of Clearing Fragmentation.
Manag. Sci., 2024

2021
Central Counterparty Exposure in Stressed Markets.
Manag. Sci., 2021

2019
The Flash Crash: A Cautionary Tale About Highly Fragmented Markets.
Manag. Sci., 2019

2000
A Pricing Model for American Options with Gaussian Interest Rates.
Ann. Oper. Res., 2000


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