| State prices and implementation of the recovery theorem A Backwell Journal of Risk and Financial Management 8 (1), 2-16, 2015 | 14 | 2015 |
| Bivariate unspanned stochastic volatility models A Backwell Available at SSRN 2818372, 2017 | 2 | 2017 |
| Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: A Roll-Over Risk Approach A Backwell, A Macrina, E Schlögl, D Skovmand Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk …, 2019 | 1 | 2019 |
| Unspanned stochastic volatility from an empirical and practical perspective A Backwell Journal of Banking & Finance 122, 105993, 2021 | | 2021 |
| On Buybacks, Dilutions, Dividends, and the Pricing of Stock-Based Claims A Backwell, T McWalter, PH Ritchken Dilutions, Dividends, and the Pricing of Stock-Based Claims (July 19, 2019), 2019 | | 2019 |
| Term structure models with unspanned factors and unspanned stochastic volatility A Backwell Available at SSRN 3285254, 2018 | | 2018 |
| Recovery theorem: expounded and applied A Backwell University of Cape Town, 2014 | | 2014 |
