| State prices and implementation of the recovery theorem A Backwell Journal of Risk and Financial Management 8 (1), 2-16, 2015 | 14 | 2015 |
| 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 | 8 | 2019 |
| Unspanned stochastic volatility from an empirical and practical perspective A Backwell Journal of Banking & Finance 122, 105993, 2021 | 2 | 2021 |
| Bivariate unspanned stochastic volatility models A Backwell Available at SSRN 2818372, 2017 | 2 | 2017 |
| On buybacks, dilutions, dividends, and the pricing of stock‐based claims A Backwell, TA McWalter, PH Ritchken Mathematical Finance 32 (1), 273-308, 2022 | 1 | 2022 |
| Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition A Backwell, J Hayes Available at SSRN 3989108, 2021 | 1 | 2021 |
| Volatility Level Dependence and Linear-Rational Term Structure Models A Backwell, K Ramnarayan Emerging Markets Finance and Trade, 1-17, 2022 | | 2022 |
| Throwing away a billion yuan, real or rand: the cost of sub-optimal hedging in high interest-rate environments A Backwell, R Rudd Available at SSRN 4035305, 2021 | | 2021 |
| 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 |
