David P. Newton

Available identifiers

zbMath Open newton.david-pMaRDI QIDQ3370595

List of research outcomes

Publication	Date of Publication	Type
A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model	2012-04-19	Paper
On nonlinear models of markets with finite liquidity: some cautionary notes	2011-04-08	Paper
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING	2009-08-28	Paper
THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS	2006-02-08	Paper

Research outcomes over time

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