| Stock price volatility: a primer AA Kotze Financial chaos theory, 767-776, 2005 | 37 | 2005 |
| Arbitrage-free implied volatility surfaces for options on single stock futures A Kotzé, CCA Labuschagne, ML Nair, N Padayachi The North American Journal of Economics and Finance 26, 380-399, 2013 | 28 | 2013 |
| Quantum chaos and analytic structure of the spectrum WD Heiss, AA Kotzé Physical Review A 44 (4), 2403, 1991 | 24 | 1991 |
| Constructing a South African Index volatility surface from exchange traded data A Kotzé, A Joseph Available at SSRN 2198357, 2009 | 16 | 2009 |
| Implied and local volatility surfaces for south african index and foreign exchange options A Kotzé, R Oosthuizen, E Pindza Journal of Risk and Financial Management 8 (1), 43-82, 2015 | 15 | 2015 |
| FTSE/JSE Top 40 index long-term returns A Kotze Available at SSRN 2978093, 2017 | 13 | 2017 |
| Black-scholes or black holes AA Kotzé The South African Financial Markets Journal 2 (8), 2003 | 13 | 2003 |
| Quantal energy spectra for a quartic potential WH Steeb, JA Louw, W de Beer, A Kotze Physica Scripta 37 (3), 328, 1988 | 11 | 1988 |
| Foreign exchange derivatives: effective theoretical and practical techniques for trading, hedging and managing FX derivatives AA Kotze Financial Chaos Theory Pty. Ltd, 2011 | 9 | 2011 |
| The new south-african volatility index: New savi A Kotzé, A Joseph, R Oosthuizen Available at SSRN 2198359, 2009 | 9 | 2009 |
| Certain Uncertain Volatility Constantly AA Kotzé, M Bank Pobrano z: www. quantonline. co. za/documents/Volatility2Vol. pdf, 2001 | 8 | 2001 |
| Constructing a south african implied volatility surface from exchange traded data A Kotze, A Joseph Available at SSRN, 2009 | 6 | 2009 |
| Equity Derivatives: effective and practical techniques for mastering and trading equity derivatives AA Kotzé Workshop proceedings, 2002 | 6 | 2002 |
| The quantum spectrum and the distribution of exceptional points: the hydrogen atom in a strong magnetic field AA Kotzé, WD Heiss Journal of Physics A: Mathematical and General 27 (9), 3059, 1994 | 6 | 1994 |
| Current Exposure Method for CCP's Under Basel III. A Kotzé, P du Preez SSRN, 2013 | 5 | 2013 |
| The dilemma of a central counterparty versus a qualified central counterparty in a developing country A Kotzé, CCA Labuschagne Procedia Economics and Finance 14, 349-358, 2014 | 4 | 2014 |
| Jse exotic can-do options: determining initial margins A Kotzé, R Oosthuizen Available at SSRN 2254975, 2013 | 4 | 2013 |
| Debt, defaults and crises: A historical perspective A Kotze Available at SSRN 2587342, 2015 | 3 | 2015 |
| Local volatility modeling of jse exotic can-do options A Kotze, R Oosthuizen, E Pindza Available at SSRN 2461320, 2014 | 3 | 2014 |
| Quantum chaos and properties of eigenstates WD Heiss, AA Kotzé Zeitschrift für Physik A Atomic Nuclei 337, 239-241, 1990 | 3 | 1990 |
