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Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471]
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of Financial Economics 73 (2004) 3, pp. 603-603
Persistent link: https://www.econbiz.de/10005362688
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Universal option valuation using quadrature methods
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of Financial Economics 67 (2003) 3, pp. 447-471
Persistent link: https://www.econbiz.de/10005362900
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Extending quadrature methods to value multi-asset and complex path dependent options
D. Andricopoulos, Ari; Widdicks, Martin; Newton, David P.; … - In: Journal of Financial Economics 83 (2007) 2, pp. 471-499
Persistent link: https://www.econbiz.de/10005477834
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Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
Newton, David P.; Platanakis, Emmanouil; Stafylas, Dimitrios - In: The British accounting review : the journal of the … 53 (2021) 5, pp. 1-22
Persistent link: https://www.econbiz.de/10013041238
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The impact of state ownership, formal institutions and resource seeking on acquirers' returns of Chinese M&A
Du, Min; Boateng, Agyenim; Newton, David P. - In: Review of quantitative finance and accounting 47 (2016) 1, pp. 159-178
Persistent link: https://www.econbiz.de/10011595562
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Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui; Yim, Andrew; Newton, David P. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
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Universal arbitrage-free estimation of state price density
Hu, Qi; Newton, David P. - In: The journal of derivatives : JOD 28 (2021) 3, pp. 35-59
Persistent link: https://www.econbiz.de/10012486030
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Environmental concern, regulations and board diversity
Do, Quynh; Ngan Duong Cao; Gounopoulos, Dimitrios; … - In: Review of corporate finance 3 (2023) 1/2, pp. 99-148
Persistent link: https://www.econbiz.de/10014309757
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On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Han, Weihao; Newton, David P.; Platanakis, Emmanouil; … - In: European financial management : the journal of the … 30 (2024) 3, pp. 1125-1164
Persistent link: https://www.econbiz.de/10014574015
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Are all forecasts made equal? : conditioning models on fit to improve accuracy
Newton, David - In: Review of Pacific Basin financial markets and policies 22 (2019) 3, pp. 1950018-1-1950018-32
Persistent link: https://www.econbiz.de/10012156156