Search Results - Alfeus, Mesias

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  1. Heath–Jarrow–Morton models with jumps by Alfeus, Mesias

    Published 2015
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  2. Modern portfolio optimisation under regime switching by Steenkamp, Cara Yvette

    Published 2022
    Other Authors: “…Alfeus, Mesias…”
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  3. Roll-over risk in the South African interest rate market by Von Ahlften, Edela

    Published 2022
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  4. Enhancing realised volatility prediction in emerging markets by Maphatsoe, Phuthehang

    Published 2023
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  5. Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization by Kyakutwika, Nelson

    Published 2026
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