Concepedia

Martin Widdicks

MW

Statistics

Publications

8

Citations

371

H-Index

8

Active since

2002

Affiliations

University of Manchester(Current)

University of Illinois Urbana-Champaign

Martin Widdicks is an author at University of Manchester specializing in option pricing, asset pricing, and management.

Top concepts

Option PricingBusinessManagementEngineeringAsset PricingNumerical AnalysisMathematical ProgrammingFinanceApproximation TheoryQuantitative Finance

Publications per year

2002–2014

8

Publications

8

Universal option valuation using quadrature methods

Ari D. Andricopoulos, Martin Widdicks, Peter W. Duck et al. · Journal of Financial Economics · 2003 · 158 citations

Numerical Analysis, Mathematical Programming, Option Pricing +5

Real R&D options<sup>1</sup>

David Newton, Dean Paxson, Martin Widdicks · International Journal of Management Reviews · 2004 · 68 citations

Valuation Model, Option Pricing, Asset Pricing +12

Extending quadrature methods to value multi-asset and complex path dependent options

Ari D. Andricopoulos, Martin Widdicks, David Newton et al. · Journal of Financial Economics · 2006 · 54 citations

Numerical Analysis, Mathematical Programming, Option Pricing +3

On the enhanced convergence of standard lattice methods for option pricing

Martin Widdicks, Ari D. Andricopoulos, David Newton et al. · Journal of Futures Markets · 2002 · 31 citations

Numerical Analysis, Mathematical Programming, Option Pricing +14

Real R&D Options

Martin Widdicks, Dean Paxson, David Newton · SSRN Electronic Journal · 2004 · 24 citations · Full text

Real Options, Value Engineering, Real Option Techniques +16

1–5 of 8