Mesias Alfeus

Mesias Alfeus

Stellenbosch University - Stellenbosch / South Africa
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5834332
University of Stellenbosch
person_outline Mesias Alfeus's MOST POPULAR ARTICLES
1-) A consistent stochastic model of the term structure of interest rates for multiple tenorsM Alfeus, M Grasselli, E SchlöglJournal of Economic Dynamics and Control 114, 103861, 2020282020
2-) Forecasting volatility in commodity markets with long-memory modelsM Alfeus, CS NikitopoulosJournal of Commodity Markets 28, 100248, 2022172022
3-) Regime switching rough Heston modelM Alfeus, L Overbeck, E SchlöglJournal of Futures Markets 39 (5), 538-552, 2019152019
4-) On numerical methods for spread optionsM Alfeus, E SchlöglFIRN Research Paper, 2018152018
5-) On spread option pricing using two-dimensional Fourier transformM Alfeus, E SchlöglInternational Journal of Theoretical and Applied Finance 22 (05), 1950023, 201992019