Alexander Munk

University of Michigan at Ann Arbor - Department of Mathematics

2074 East Hall

530 Church Street

Ann Arbor, MI 48109

United States

  • University of Michigan at Ann Arbor - Department of Mathematics

SCHOLARLY PAPERS

3

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492

SSRN CITATIONS

5

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Mini-Flash Crashes, Model Risk, and Optimal Execution

Number of pages: 48 Posted: 30 May 2017
Erhan Bayraktar and Alexander Munk
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 258 (197,888)
Citation 4

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Flash Crash, Knightian Uncertainty, Model Error, Optimal Execution

2.

High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering

Number of pages: 30 Posted: 14 May 2016
Erhan Bayraktar and Alexander Munk
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 187 (267,939)
Citation 2

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parimutuel wagering, large generalized games, nash equilibrium

3.

Unanticipated Features of the Multidimensional G-Normal Distribution

Number of pages: 16 Posted: 20 Jul 2014
Erhan Bayraktar and Alexander Munk
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 47 (655,863)

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sublinear expectation; multi-dimensional G-normal distribution, independence