Concepedia

Antonie Kotzé

AK

Statistics

Publications

3

Citations

53

H-Index

3

Active since

2009

Affiliations

University of South Africa(Current)

Antonie Kotzé is an author at University of South Africa specializing in financial economics, business, and option pricing.

ORCID

Publications per year

2009–2015

3

Publications

3

Arbitrage-free implied volatility surfaces for options on single stock futures

Antonie Kotzé, Coenraad C.A. Labuschagne, Merell L. Nair et al. · The North American Journal of Economics and Finance · 2013 · 25 citations

, , +14

Constructing a South African Index Volatility Surface from Exchange Traded Data

Antonie Kotzé, Angelo Joseph · SSRN Electronic Journal · 2009 · 15 citations · Full text

, , +17

Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options

Antonie Kotzé, Rudolf Oosthuizen, Edson Pindza · Journal of risk and financial management · 2015 · 13 citations · Full text

, , +17

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