Thomas A. McWalter

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Coauteurs

Alex WelteStellenbosch UniversityAdresse e-mail validée de sun.ac.za
Till W BärnighausenHeidelberg Institute of Global Health, Faculty of Medicine and University Hospital, HeidelbergAdresse e-mail validée de uni-heidelberg.de
Reshma KassanjeeCentre for Infectious Disease Epidemiology and Research (CIDER), University of Cape TownAdresse e-mail validée de uct.ac.za
Marie-Louise NewellUniversity of Southampton; University College London; University of KwaZulu-NatalAdresse e-mail validée de soton.ac.uk
Ralph RuddAssistant Professor, Reykjavik UniversityAdresse e-mail validée de ru.is
Hardy HulleyUniversity of Technology, SydneyAdresse e-mail validée de uts.edu.au
Frank TanserGlobal Chair in Rural Health, University of Lincoln, UK & Senior Faculty, AHRI, South AfricaAdresse e-mail validée de lincoln.ac.uk
Adrian PurenProfessor, HoD National Institute for Communicable DiseasesAdresse e-mail validée de nicd.ac.za
Natalie GrahamScionAdresse e-mail validée de scionresearch.com
Oliver LaeyendeckerStaff Scientist, NIAIDAdresse e-mail validée de jhmi.edu
Tim HallettImperial College LondonAdresse e-mail validée de imperial.ac.uk
Jacques van AppelUniversity of JohannesburgAdresse e-mail validée de uj.ac.za
Peter RitchkenProfessorAdresse e-mail validée de case.edu
Marion VermeulenThe South African National Blood ServiceAdresse e-mail validée de sanbs.org.za
Alex BackwellAIFMRM, UCTAdresse e-mail validée de uct.ac.za
Erik SchlöglProfessor, School of Mathematical and Physical Sciences, University of Technology SydneyAdresse e-mail validée de uts.edu.au

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Thomas A. McWalter

University of Cape Town, University of Johannesburg

Adresse e-mail validée de analytical.co.za

Stochastic processes Mathematical Finance Numerical Methods


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
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	111	2008
A new general biomarker-based incidence estimator R Kassanjee, TA McWalter, T Bärnighausen, A Welte Epidemiology (Cambridge, Mass.) 23 (5), 721, 2012	104	2012
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	77	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, 685-697, 2010	67	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 Eurosurveillance 15 (24), 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	45	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	42	2014
A comparison of biomarker based incidence estimators TA McWalter, A Welte PloS one 4 (10), e7368, 2009	42	2009
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	37	2011
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
Recursive Marginal Quantization of Higher-Order Schemes TA McWalter, R Rudd, J Kienitz, E Platen Quantitative Finance 18 (04), 693-706, 2018	23	2018
Quadratic hedging of basis risk H Hulley, TA McWalter Journal of Risk and Financial Management 8 (1), 83-102, 2015	17*	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	9	2017
Quadratic criteria for optimal martingale measures in incomplete markets TA McWalter University of the Witwatersrand, 2006	8	2006
Dynamic initial margin estimation based on quantiles of Johnson distributions T McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar Journal of Credit Risk 18 (4), 2022	6	2022
Effective stochastic volatility: applications to ZABR-type models M Felpel, J Kienitz, TA McWalter Quantitative Finance 21 (5), 837-852, 2021	6	2021
PDE methods for SABR J Kienitz, T McWalter, R Sheppard Novel methods in computational finance, 265-291, 2017	6	2017
Methodological progress in estimating incidence with a test for recent infection T Welte, T McWalter 2nd Global HIV/AIDS Surveillance Meeting, 2009	6	2009

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