| A consistent stochastic model of the term structure of interest rates for multiple tenors M Alfeus, M Grasselli, E Schlögl Journal of Economic Dynamics and Control 114, 103861, 2020 | 29 | 2020 |
| On numerical methods for spread options M Alfeus, E Schlögl FIRN Research Paper, 2018 | 16 | 2018 |
| Forecasting volatility in commodity markets with long-memory models M Alfeus, CS Nikitopoulos Journal of Commodity Markets 28, 100248, 2022 | 15 | 2022 |
| Regime switching rough Heston model M Alfeus, L Overbeck, E Schlögl Journal of Futures Markets 39 (5), 538-552, 2019 | 15 | 2019 |
| Forecasting commodity markets volatility: HAR or Rough? M Alfeus, C Sklibosios Nikitopoulos Available at SSRN 3520500, 2020 | 8 | 2020 |
| On spread option pricing using two-dimensional Fourier transform M Alfeus, E Schlögl International Journal of Theoretical and Applied Finance 22 (05), 1950023, 2019 | 8 | 2019 |
| An empirical study of the option pricing formula with the underlying banned from short sell M Alfeus, XJ He, SP Zhu Available at SSRN 3478355, 2019 | 4 | 2019 |
| Meta-Labeling Architecture M Meyer, JF Joubert, M Alfeus The Journal of Financial Data Science 4 (4), 10-24, 2022 | 3 | 2022 |
| An empirical analysis of option pricing with short sell bans M Alfeus, XJ He, SP Zhu International Journal of Theoretical and Applied Finance 25 (03), 2250012, 2022 | 3 | 2022 |
| Pricing Exotic Derivatives for Cryptocurrency Assets-A Monte Carlo Perspective M Alfeus, S Kannan Available at SSRN 3862655, 2021 | 3 | 2021 |
| Real Perspective of Fourier Transforms and Current Developments in Superconductivity JMV Arcos BoD–Books on Demand, 2021 | 2 | 2021 |
| Regularization Effect on Model Calibration M Alfeus, XJ He, SP Zhu Available at SSRN 3515199, 2019 | 2 | 2019 |
| A novel stochastic modeling framework for coal production and logistics through options pricing analysis M Alfeus, J Collins Financial Innovation 9 (1), 54, 2023 | 1 | 2023 |
| Fast pricing of barrier options M Alfeus BSc Hons Thesis, Stellenbosch University, Stellenbosch, 2013 | 1 | 2013 |
| Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights M Alfeus South African Journal of Science 120 (3-4), 1-6, 2024 | | 2024 |
| Implied roughness in the term structure of oil market volatility M Alfeus, CS Nikitopoulos, L Overbeck Quantitative Finance, 1-17, 2024 | | 2024 |
| SA Fine Wine Enhances Portfolio Growth R Peens, M Alfeus Personal Finance 515 (2023), 15-16, 2023 | | 2023 |
| Stochastic Default Risk Estimation Evidence from the South African Financial Market M Alfeus, K Fitzhenry, A Lederer Computational Economics, 1-42, 2023 | | 2023 |
| Cheers to Enhanced Portfolio Performance: Wine as a Unique Asset Class M Alfeus, A Blignaut, JP Viljoen Available at SSRN 4617043, 2023 | | 2023 |
| Improving Realised Volatility Forecast for Emerging Markets M Alfeus, J Harvey, P Maphatsoe Available at SSRN, 2023 | | 2023 |
Erik SchlöglProfessor, School of Mathematical and Physical Sciences, University of Technology SydneyVerified email at uts.edu.au
