| Universal option valuation using quadrature methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 67 (3), 447-471, 2003 | 197 | 2003 |
| Real R&D options1 DP Newton, DA Paxson, M Widdicks International Journal of Management Reviews 5 (2), 113-130, 2004 | 107 | 2004 |
| Extending quadrature methods to value multi-asset and complex path dependent options AD Andricopoulos, M Widdicks, DP Newton, PW Duck Journal of Financial Economics 83 (2), 471-499, 2007 | 72 | 2007 |
| The Black‐Scholes Equation Revisited: Asymptotic Expansions And Singular Perturbations M Widdicks, PW Duck, AD Andricopoulos, DP Newton Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 65 | 2005 |
| On the enhanced convergence of standard lattice methods for option pricing M Widdicks, AD Andricopoulos, DP Newton, PW Duck Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 39 | 2002 |
| Curtailing the range for lattice and grid methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Derivatives 11, 55-61, 2004 | 21 | 2004 |
| Bankruptcy probabilities inferred from option prices SJ Taylor, CF Tzeng, M Widdicks The Journal of Derivatives 22 (2), 8-31, 2014 | 18 | 2014 |
| Enhancing the accuracy of pricing American and Bermudan options PW Duck, DP Newton, M Widdicks, Y Leung Journal of Derivatives 12 (4), 34, 2005 | 17 | 2005 |
| Examination, extension and creation of methods for pricing options with early exercise features M Widdicks PQDT-Global, 2002 | 15 | 2002 |
| Do compensation plans with performance targets provide better incentives? H Pinto, M Widdicks Journal of Corporate Finance 29, 662-694, 2014 | 11 | 2014 |
| Singular perturbation techniques applied to multiasset option pricing PW Duck, C Yang, DP Newton, M Widdicks Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 10 | 2009 |
| Why do employees like to be paid with Options?: A multi-period prospect theory approach L Sun, M Widdicks Journal of Corporate Finance 38, 106-125, 2016 | 7 | 2016 |
| Information about price and volatility jumps inferred from options prices SJ Taylor, CF Tzeng, M Widdicks Journal of Futures Markets 38 (10), 1206-1226, 2018 | 6 | 2018 |
| A model of equity based compensation with tax M Widdicks, J Zhao Journal of Business Finance & Accounting 41 (7-8), 1002-1041, 2014 | 6 | 2014 |
| Corrigendum to" Universal option valuation using quadrature methods":[Journal of Financial Economics 67 (2003) 447-471] AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 73 (3), 603-603, 2004 | 3 | 2004 |
| Executive stock options with consumption and partial exercise JM Pollet, JS White, M Widdicks EFA 2008 Athens Meetings Paper, 2008 | 2 | 2008 |
| Real R&D Options M Widdicks, DA Paxson, D Newton Real R&D Options: Widdicks, Martin| uPaxson, Dean A.| uNewton, David, 2004 | 2 | 2004 |
| Real Options Calculator: Manual D Newton, A Stark, M Widdicks UK Foresight Programme. Exploiting the Electromagnetic Spectrum Project …, 2006 | 1 | 2006 |
| Crash and Bankruptcy Information Inferred from Options Data SJ Taylor, CF Tzeng, M Widdicks | | 2012 |
| Erratum:" Universal option valuation using quadrature methods"(Journal of Financial Economics (2003) vol. 67 (447-471) 10.1016/S0304-405X (02) 00257-X) AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 73 (3), 2004 | | 2004 |
peter duckProfessor of Applied Mathematics, University of ManchesterVerified email at manchester.ac.uk
