| Volatility spill-over between the JSE/FTSE indices and the South African Rand N Oberholzer, ST von Boetticher Procedia Economics and Finance 24, 501-510, 2015 | 23 | 2015 |
| A comparison of Risk Neutral Historic Distribution-, E-GARCH-and GJR-GARCH model generated volatility skews for BRICS Securities Exchange indexes CCA Labuschagne, P Venter, ST von Boetticher Procedia Economics and Finance 24, 344-352, 2015 | 16 | 2015 |
| Momentum trading on the Johannesburg Stock Exchange after the global financial crisis J Bolton, ST Von Boetticher Procedia Economics and Finance 24, 83-92, 2015 | 15 | 2015 |
| Volatility skews of indexes of BRICS securities exchanges CB Hunzinger, CCA Labuschagne, ST von Boetticher Procedia Economics and Finance 14, 263-272, 2014 | 10 | 2014 |
| The Piterbarg framework for option pricing ST Von Boetticher PQDT-Global, 2017 | 6 | 2017 |
| Dupire’s formulas in the Piterbarg option pricing model CCA Labuschagne, ST von Boetticher The North American Journal of Economics and Finance 38, 148-162, 2016 | 2 | 2016 |
| The Greeks of the Piterbarg option pricing framework CCA Labuschagne, ST von Boetticher Topics in Economics, Business and Management 1, 1-5, 2017 | 1 | 2017 |
| The GJR-GARCH and EGARCH option pricing models which incorporate the Piterbarg methodology CCA Labuschagne, ST von Boetticher 2017 International Conference on Economics, Finance and Statistics (ICEFS …, 2017 | 1 | 2017 |
| Tracing the Effect of the Global Financial Crisis on ASEAN Stock Exchanges via Implied Volatility ST von Boetticher, CCA Labuschagne, W Suriyakat Abstract of Economic, Finance and Management Outlook 2, 1-33, 2014 | 1 | 2014 |
