A Pricing Model for American Options with Gaussian Interest Rates. - Albert J. Menkveld; Ton Vorst (Ann. Oper. Res., 2000)

The Flash Crash: A Cautionary Tale About Highly Fragmented Markets. - Albert J. Menkveld; Bart Zhou Yueshen (Manag. Sci., 2019)

Central Counterparty Exposure in Stressed Markets. - Wenqian Huang; Albert J. Menkveld; Shihao Yu (Manag. Sci., 2021)

The Cost of Clearing Fragmentation. - Evangelos Benos; Wenqian Huang; Albert J. Menkveld; Michalis Vasios (Manag. Sci., 2024)