| Universal option valuation using quadrature methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 67 (3), 447-471, 2003 | 190 | 2003 |
| Real options: Evaluating corporate investment opportunities in a dynamic world S Howell, A Stark, D Newton, J Perreira Financial Times Prentice Hall, 2001 | 167* | 2001 |
| Application of option pricing theory to R&D DP Newton, AW Pearson R&D Management 24 (1), 083-089, 1994 | 166 | 1994 |
| Managing uncertainty in research and development RN Doctor, DP Newton, A Pearson Technovation 21 (2), 79-90, 2001 | 118 | 2001 |
| Real R&D options1 DP Newton, DA Paxson, M Widdicks International Journal of Management Reviews 5 (2), 113-130, 2004 | 108 | 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 | 70 | 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 | 66 | 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 | 58 | 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 | 49 | 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 | 48 | 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 | 38 | 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 | 33 | 1982 |
| 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 | 30 | 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 |
| 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 | 25 | 2014 |
| 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 |
| 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 | 17 | 2022 |
| 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 |
peter duckProfessor of Applied Mathematics, University of ManchesterVerified email at manchester.ac.uk
