| Moment Approximations of Displaced Forward-LIBOR Rates with Application to Swaptions J Van Appel, T McWalter International Journal of Theoretical and Applied Finance 23 (07), 2050046, 2020 | 4 | 2020 |
| Efficient long-dated swaption volatility approximation in the forward-LIBOR model J Van Appel, TA McWalter International Journal of Theoretical and Applied Finance 21 (04), 1850020, 2018 | 4 | 2018 |
| Long-dated interest rate modelling J Van Appel PQDT-Global, 2021 | 1 | 2021 |
| Estimating short rate models with application to bonds and bond options J Van Appel PQDT-Global, 2013 | 1 | 2013 |
| CLISDE: An Agent-Oriented Cladistic Island Genetic Algorithm M Cullinan, D Coulter, J van Appel 2023 10th International Conference on Soft Computing & Machine Intelligence …, 2023 | | 2023 |
| On logarithms of measures H Raubenheimer, J van Appel Positivity 27 (5), 64, 2023 | | 2023 |
| Analysing Quantiles in Models of Forward Term Rates TA McWalter, E Schlögl, J van Appel Risks 11 (2), 29, 2023 | | 2023 |
| Comments: Development of an early career academic supervisor in Statistics - a discussion on a guiding rubric J van Appel ORiON 38 (1), 87-89, 2022 | | 2022 |
| Erratum: Efficient long-dated swaption volatility approximation in the forward LIBOR model J van Appel, TA McWalter International Journal of Theoretical and Applied Finance 21 (7), 1892002, 2018 | | 2018 |
Thomas A. McWalterUniversity of Cape Town, University of JohannesburgVerified email at analytical.co.za
Thomas A. McWalterUniversity of Cape Town, University of JohannesburgVerified email at analytical.co.za