Concepedia
Statistics
Publications
3
Citations
65
H-Index
Active since
2019
Affiliations
University of Technology Sydney(Current)
University of Johannesburg
Mesias Alfeus is an author at University of Technology Sydney specializing in finance, business, and volatility modeling.
Publications per year
2019–2022
A consistent stochastic model of the term structure of interest rates for multiple tenors
Mesias Alfeus, Martino Grasselli, Erik Schlögl · Journal of Economic Dynamics and Control · 2020 · 27 citations · Full text
Business, Economics, Finance +17
Forecasting volatility in commodity markets with long-memory models
Mesias Alfeus, Christina Sklibosios Nikitopoulos · Journal of commodity markets · 2022 · 26 citations
Business, Economics, Finance +14
ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM
Mesias Alfeus, Erik Schlögl · International Journal of Theoretical and Applied Finance · 2019 · 12 citations
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