David P Newton

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peter duckProfessor of Applied Mathematics, University of ManchesterVerified email at manchester.ac.uk
Martin WiddicksDept of Finance, University of Illinois at Urbana-ChampaignVerified email at illinois.edu
Ari AndricopoulosDacharan Advisory AGVerified email at dacharan.com
Nicholas J SharpMSCIVerified email at msci.com
Charles SutcliffeProfessor of Finance, University of ReadingVerified email at rdg.ac.uk
Weihao HanLecturer in Finance, University of AberdeenVerified email at abdn.ac.uk
Agyenim BoatengProfessor in Finance & Head of Accounting & Finance, Leeds Beckett UniversityVerified email at leedsbeckett.ac.uk
Paul V JohnsonLecturer, School of Mathematics, University of ManchesterVerified email at manchester.ac.uk
Xiaoxia YeUniversity of Exeter Business SchoolVerified email at exeter.ac.uk
Ru XieUniversity of BathVerified email at bath.ac.uk
Binru ZhaoBangor Business SchoolVerified email at bangor.ac.uk
Min (Anna) DuAssociate Professor in Finance, Edinburgh Napier UniversityVerified email at napier.ac.uk
Steven OngenaUniversity of ZurichVerified email at bf.uzh.ch
Kristoffer John GloverUTS Business School, University of Technology SydneyVerified email at uts.edu.au
Dimitrios GounopoulosUniversity of BathVerified email at bath.ac.uk
Massimo GuidolinBocconi UniversityVerified email at unibocconi.it
Andrew W StarkUniversity of ManchesterVerified email at manchester.ac.uk
biao GuoRenmin University, ChinaVerified email at mathfinance.cn
Andrew YimBayes Business School, City, University of LondonVerified email at aya.yale.edu
Vu Nguyen HongTon Duc Thang UniversityVerified email at tdt.edu.vn

David P Newton

Professor of Finance

Verified email at bath.ac.uk - Homepage

Finance option pricing mathematical finance deep learning


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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
Real options: Evaluating corporate investment opportunities in a dynamic world S Howell, A Stark, D Newton, J Perreira Financial Times Prentice Hall, 2001	173*	2001
Application of option pricing theory to R&D DP Newton, AW Pearson R&D Management 24 (1), 083-089, 1994	167	1994
Managing uncertainty in research and development RN Doctor, DP Newton, A Pearson Technovation 21 (2), 79-90, 2001	120	2001
Real R&D options¹ DP Newton, DA Paxson, M Widdicks International Journal of Management Reviews 5 (2), 113-130, 2004	107	2004
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
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options NJ Sharp, DP Newton, PW Duck The Journal of Real Estate Finance and Economics 36, 307-342, 2008	60	2008
The impact of state ownership, formal institutions and resource seeking on acquirers’ returns of Chinese M&A M Du, A Boateng, D Newton Review of Quantitative Finance and Accounting 47, 159-178, 2016	52	2016
UK fixed rate repayment mortgage and mortgage indemnity valuation JA Azevedo‐Pereira, DP Newton, DA Paxson Real estate economics 30 (2), 185-211, 2002	47	2002
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
Fixed-rate endowment mortgage and mortgage indemnity valuation JA Azevedo-Pereira, DP Newton, DA Paxson The Journal of Real Estate Finance and Economics 26, 197-221, 2003	36	2003
Collisional quenching of electronically excited carbon atoms, C [2 p 2 (1 S 0)] D Husain, DP Newton Journal of the Chemical Society, Faraday Transactions 2: Molecular and …, 1982	32	1982
Advancing the universality of quadrature methods to any underlying process for option pricing D Chen, HJ Härkönen, DP Newton Journal of Financial Economics 114 (3), 600-612, 2014	28	2014
Collisionally induced rotational energy transfer within the A 2 Δ state of CH RN Dixon, DP Newton, H Rieley Journal of the Chemical Society, Faraday Transactions 2: Molecular and …, 1987	27	1987
A new prepayment model (with default): An occupation-time derivative approach NJ Sharp, PV Johnson, DP Newton, PW Duck The Journal of Real Estate Finance and Economics 39, 118-145, 2009	26	2009
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 X Huang, W Han, D Newton, E Platanakis, D Stafylas, C Sutcliffe The European Journal of Finance, 1-26, 2022	25	2022
On nonlinear models of markets with finite liquidity: some cautionary notes KJ Glover, PW Duck, DP Newton SIAM Journal on Applied Mathematics 70 (8), 3252-3271, 2010	25	2010
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
Enhancing the accuracy of pricing American and Bermudan options PW Duck, DP Newton, M Widdicks, Y Leung Journal of Derivatives 12 (4), 34, 2005	17	2005

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