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~subject:"Option pricing theory"
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Option pricing theory
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Newton, David P.
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Chen, Ding
3
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3
Azevedo-Pereira, José A.
2
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2
Su, Haozhe
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Sharp, Nicholas J.
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Journal of financial economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of real estate finance and economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
17
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An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
Sharp, Nicholas
;
Newton, David
;
Duck, Peter
- In:
The Journal of Real Estate Finance and Economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10005716727
Saved in:
2
Fixed-rate endowment mortgage and mortgagge indemnity valuation
Azevedo-Pereira, José A.
;
Newton, David P.
;
Paxson, Dean A.
- In:
The journal of real estate finance and economics
26
(
2003
)
2/3
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001763244
Saved in:
3
Application of option pricing theory to R&D
Newton, David P.
-
1992
Persistent link: https://www.econbiz.de/10000846124
Saved in:
4
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/10001739259
Saved in:
5
On the enhanced convergence of standard lattice methods for option pricing /Martin Widdicks...
Widdicks, Martin
;
Andricopoulos, Ari D.
;
Newton, David P.
; …
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 315-338
Persistent link: https://www.econbiz.de/10001678270
Saved in:
6
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Saved in:
7
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
8
The Black-scholes equation revisited : asymptotic expansions and singular perturbations
Widdicks, Martin
;
Duck, Peter W.
;
Andricopoulos, Ari D.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 373-391
Persistent link: https://www.econbiz.de/10002725537
Saved in:
9
UK fixed rate repayment mortgage and mortgage indemnity valuation
Azevedo-Pereira, José A.
;
Newton, David P.
;
Paxson, Dean A.
- In:
Real estate economics : journal of the American Real …
30
(
2002
)
2
,
pp. 185-211
Persistent link: https://www.econbiz.de/10001683037
Saved in:
10
Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Newton, David P.
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
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