David P. Newton

Finance · 2003–2008

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #9,359 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 5 citations into it

Whom David P. Newton trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff
2. Leif Andersen
3. Manuel Moreno

Who trusts David P. Newton overall

1. Sam D. Howison

Papers from David P. Newton's perspective

Ordered by how strongly the researchers David P. Newton trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. The Pricing of Options and Corporate Liabilities
3. Monte Carlo Methods in Financial Engineering
4. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
5. Pricing Financial Instruments: The Finite Difference Method
6. Universal option valuation using quadrature methods
7. On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
8. American options on assets with dividends near expiry
9. How Ruthless Is Mortgage Default? A Review and Synthesis of the Evidence
10. THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS

Their papers

• An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options (2008) — 49 citations
• Extending quadrature methods to value multi-asset and complex path dependent options (2007) — 61 citations
• THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (2005) — 52 citations
• Universal option valuation using quadrature methods (2003) — 149 citations