The following pages link to David P. Newton (Q3370595):
Displayed 4 items.
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model (Q5388692) (← links)
- On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes (Q5392360) (← links)