Blockchain technology for agriculture traceability systems in South Africa by Brummer, Ulrich

Other Authors: “…van Vuuren, Gary…”
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Estimating value at risk and expected shortfall: a kalman filter approach by Van Der Lecq, Maximilian

Other Authors: “…Van Vuuren, Gary…”
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Optimal portfolio performance constrained by tracking error

Other Authors: “…Van Vuuren, Gary…”
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An alternative quantitative approach to tactical asset allocation using the Kalman filter

Other Authors: “…Van Vuuren, Gary…”
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Central clearing configurations : implications for South African derivative markets

Other Authors: “…Van Vuuren, Gary…”
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Exploring the decay parameter for the exponentially weighted moving average volatility methodology

Other Authors: “…Van Vuuren, Gary…”
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Pricing American compound options with stochastic volatility and correlated interest rates

Other Authors: “…van Vuuren, Gary…”
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