On spread option pricing using two-dimensional fourier transform

von Alfeus, Mesias
Veröffentlicht in International journal of theoretical and applied finance (2019)

Forecasting volatility in commodity markets with long-memory models

von Alfeus, Mesias
Veröffentlicht in Journal of commodity markets (2022)

A consistent stochastic model of the term structure of interest rates for multiple tenors

von Alfeus, Mesias
Veröffentlicht in Journal of economic dynamics & control (2020)