Thomas A. McWalter

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Alex WelteStellenbosch UniversityDirección de correo verificada de sun.ac.za
Till Winfried BärnighausenHeidelberg Institute of Global Health, Faculty of Medicine and University Hospital, HeidelbergDirección de correo verificada de uni-heidelberg.de
Joerg KienitzAdj. Assoc. Prof. University of Cape Town, Ass. Prof. University of WuppertalDirección de correo verificada de math.uni-wuppertal.de
Reshma KassanjeeCentre for Infectious Disease Epidemiology and Research (CIDER), University of Cape TownDirección de correo verificada de uct.ac.za
Ralph RuddAssistant Professor, Reykjavik UniversityDirección de correo verificada de ru.is
Marie-Louise NewellUniversity of Southampton; University College London; University of KwaZulu-NatalDirección de correo verificada de soton.ac.uk
Eckhard PlatenEmeritus Professor of Quantitative FinanceDirección de correo verificada de uts.edu.au
Tim HallettImperial College LondonDirección de correo verificada de imperial.ac.uk
Hardy HulleyUniversity of Technology, SydneyDirección de correo verificada de uts.edu.au
Peter RitchkenProfessorDirección de correo verificada de case.edu
Frank TanserSchool for Data Science, Stellenbosch University & Senior Faculty, AHRI, South AfricaDirección de correo verificada de sun.ac.za
Adrian PurenProfessor, HoD National Institute for Communicable DiseasesDirección de correo verificada de nicd.ac.za
Natalie GrahamScionDirección de correo verificada de scionresearch.com
Jacques van AppelUniversity of JohannesburgDirección de correo verificada de uj.ac.za
Oliver LaeyendeckerStaff Scientist, NIAIDDirección de correo verificada de jhmi.edu
Marion VermeulenThe South African National Blood ServiceDirección de correo verificada de sanbs.org.za
Nikolai NowaczykIndependent ResearcherDirección de correo verificada de nikno.de
Alex BackwellAIFMRM, UCTDirección de correo verificada de uct.ac.za
Erik SchlöglProfessor, School of Mathematical and Physical Sciences, University of Technology SydneyDirección de correo verificada de uts.edu.au

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Thomas A. McWalter

University of Cape Town, University of Johannesburg

Dirección de correo verificada de analytical.co.za

Stochastic processes Mathematical Finance Numerical Methods


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
A new general biomarker-based incidence estimator R Kassanjee, TA McWalter, T Bärnighausen, A Welte Epidemiology 23 (5), 721-728, 2012	112	2012
HIV incidence in rural South Africa: comparison of estimates from longitudinal surveillance and cross-sectional cBED assay testing T Bärnighausen, C Wallrauch, A Welte, TA McWalter, N Mbizana, ... PLoS One 3 (11), e3640, 2008	110	2008
When and how to use assays for recent infection to estimate HIV incidence at a population level J Micallef, E Gouws, G Vercauteren, B Parekh, A Sands, M Busch, ... World Health Organization, 2011	107*	2011
More and better information to tackle HIV epidemics: towards improved HIV incidence assays Incidence Assay Critical Path Working Group PLoS medicine 8 (6), e1001045, 2011	76	2011
HIV incidence estimation using the BED capture enzyme immunoassay: systematic review and sensitivity analysis T Bärnighausen, TA McWalter, Z Rosner, ML Newell, A Welte Epidemiology 21 (5), 685-697, 2010	65	2010
Relating recent infection prevalence to incidence with a sub-population of assay non-progressors TA McWalter, A Welte Journal of mathematical biology 60, 687-710, 2010	60	2010
Using tests for recent infection to estimate incidence: problems and prospects for HIV A Welte, TA McWalter, O Laeyendecker, TB Hallett Euro surveillance: bulletin europeen sur les maladies transmissibles …, 2010	47	2010
A simplified formula for inferring HIV incidence from cross-sectional surveys using a test for recent infection A Welte, TA McWalter, T Bärnighausen AIDS research and human retroviruses 25 (1), 125-126, 2009	46	2009
A comparison of biomarker based incidence estimators TA McWalter, A Welte PloS one 4 (10), e7368, 2009	43	2009
Defining optimality of a test for recent infection for HIV incidence surveillance R Kassanjee, TA McWalter, A Welte AIDS research and human retroviruses 30 (1), 45-49, 2014	37	2014
Recursive Marginal Quantization of Higher-Order Schemes TA McWalter, R Rudd, J Kienitz, E Platen Quantitative Finance 18 (04), 693-706, 2018	28	2018
Reply to ‘Should biomarker estimates of HIV incidence be adjusted?’ A Welte, TA McWalter, T Bärnighausen AIDS (London, England) 23 (15), 2062, 2009	25	2009
Quadratic hedging of basis risk H Hulley, TA McWalter Journal of Risk and Financial Management 8 (1), 83-102, 2015	20*	2015
Seroconverting blood donors as a resource for characterising and optimising recent infection testing algorithms for incidence estimation R Kassanjee, A Welte, TA McWalter, SM Keating, M Vermeulen, ... PLoS One 6 (6), e20027, 2011	13	2011
Fast quantization of stochastic volatility models R Rudd, TA McWalter, J Kienitz, E Platen arXiv preprint arXiv:1704.06388, 2017	10	2017
Black economic empowerment regulation and risk incentives TA McWalter, PH Ritchken Journal of Economic Dynamics and Control 139, 104406, 2022	7*	2022
Dynamic initial margin estimation based on quantiles of Johnson distributions TA McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar Journal of Credit Risk 18 (4), 93-116, 2022	7*	2022
Effective stochastic volatility: applications to ZABR-type models M Felpel, J Kienitz, TA McWalter Quantitative Finance 21 (5), 837-852, 2021	7	2021
Quadratic criteria for optimal martingale measures in incomplete markets TA McWalter University of the Witwatersrand, 2006	7	2006
On stock-based loans TA McWalter, PH Ritchken Journal of Financial Intermediation 52, 100991, 2022	6	2022

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