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David P Newton
David P Newton
Professor of Finance
Verified email at bath.ac.uk - Homepage
Title
Cited by
Cited by
Year
Universal option valuation using quadrature methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 67 (3), 447-471, 2003
2012003
Real options: Evaluating corporate investment opportunities in a dynamic world
S Howell, A Stark, D Newton, J Perreira
Financial Times Prentice Hall, 2001
175*2001
Application of option pricing theory to R&D
DP Newton, AW Pearson
R&D Management 24 (1), 083-089, 1994
1681994
Managing uncertainty in research and development
RN Doctor, DP Newton, A Pearson
Technovation 21 (2), 79-90, 2001
1232001
Real R&D options1
DP Newton, DA Paxson, M Widdicks
International Journal of Management Reviews 5 (2), 113-130, 2004
1072004
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
752007
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
662005
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
612008
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
522016
UK fixed rate repayment mortgage and mortgage indemnity valuation
JA Azevedo‐Pereira, DP Newton, DA Paxson
Real estate economics 30 (2), 185-211, 2002
472002
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
421982
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
402002
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
392022
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
392003
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
282014
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
281987
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
272010
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
262009
Curtailing the range for lattice and grid methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Derivatives 11, 55-61, 2004
212004
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach
D Newton, E Platanakis, D Stafylas, C Sutcliffe, X Ye
The British accounting review 53 (5), 101000, 2021
182021
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