David P. Newton
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Person:3370595
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A bridge between American and European options: the ``Ameripean delayed-exercise model SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
| On nonlinear models of markets with finite liquidity: some cautionary notes SIAM Journal on Applied Mathematics | 2011-04-08 | Paper |
| SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING Mathematical Finance | 2009-08-28 | Paper |
| THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS Mathematical Finance | 2006-02-08 | Paper |
Research outcomes over time
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