Martin Widdicks

Martin Widdicks

University of Illinois Urbana Champaign - Champaign / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1400334
person_outline Martin Widdicks's MOST POPULAR ARTICLES
1-) Universal option valuation using quadrature methodsAD Andricopoulos, M Widdicks, PW Duck, DP NewtonJournal of Financial Economics 67 (3), 447-471, 20031902003
2-) Real R&D options1DP Newton, DA Paxson, M WiddicksInternational Journal of Management Reviews 5 (2), 113-130, 20041192004
3-) Extending quadrature methods to value multi-asset and complex path dependent optionsAD Andricopoulos, M Widdicks, DP Newton, PW DuckJournal of Financial Economics 83 (2), 471-499, 2007692007
4-) The Black‐Scholes Equation Revisited: Asymptotic Expansions And Singular PerturbationsM Widdicks, PW Duck, AD Andricopoulos, DP NewtonMathematical Finance: An International Journal of Mathematics, Statistics …, 2005662005
5-) On the enhanced convergence of standard lattice methods for option pricingM Widdicks, AD Andricopoulos, DP Newton, PW DuckJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002402002