Universal option valuation using quadrature methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 67 (3), 447-471, 2003 | 197 | 2003 |
Systems and methods in support of authentication of an item C Phan, R Wetlesen, D Beddington, A Andricopoulos, A Aitio, ... US Patent 9,858,569, 2018 | 107 | 2018 |
Extending quadrature methods to value multi-asset and complex path dependent options AD Andricopoulos, M Widdicks, DP Newton, PW Duck Journal of Financial Economics 83 (2), 471-499, 2007 | 72 | 2007 |
The Black‐Scholes Equation Revisited: Asymptotic Expansions And Singular Perturbations M Widdicks, PW Duck, AD Andricopoulos, DP Newton Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 65 | 2005 |
On the enhanced convergence of standard lattice methods for option pricing M Widdicks, AD Andricopoulos, DP Newton, PW Duck Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 39 | 2002 |
Curtailing the range for lattice and grid methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Derivatives 11, 55-61, 2004 | 21 | 2004 |
Option pricing using quadrature and other numerical methods AD Andricopoulos PQDT-Global, 2003 | 10 | 2003 |
Corrigendum to" Universal option valuation using quadrature methods":[Journal of Financial Economics 67 (2003) 447-471] AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 73 (3), 603-603, 2004 | 3 | 2004 |
The Relationship Between High Debt Levels and Economic Stagnation, Explained by a Simple Cash Flow Model of the Economy A Andricopoulos Explained by a Simple Cash Flow Model of the Economy (February 23, 2016), 2016 | 2 | 2016 |
On Portfolio Optimisation Techniques A Andricopoulos Dacharan Capital White Paper, 2014 | 2 | 2014 |
Leverage as a Weapon of Mass Shareholder-Value Destruction; Another Look at the Low-Beta Anomaly A Andricopoulos Another Look at the Low-Beta Anomaly (November 1, 2016), 2016 | | 2016 |
Erratum:" Universal option valuation using quadrature methods"(Journal of Financial Economics (2003) vol. 67 (447-471) 10.1016/S0304-405X (02) 00257-X) AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 73 (3), 2004 | | 2004 |
Universal option valuation using quadrature methods (vol 67, pg 447, 2003) AD Andricopoulos, M Widdicks, PW Duck, DP Newton JOURNAL OF FINANCIAL ECONOMICS 73 (3), 603-603, 2004 | | 2004 |