David P. Newton

According to our database, David P. Newton authored at least 4 papers between 2010 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression.

Hui Tian, Andrew Yim, David P. Newton

Manag. Sci., 2021

Option Valuation through Deep Learning of Transition Probability Density.

Haozhe Su, Michael V. Tretyakov, David P. Newton

CoRR, 2021

2011

A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model.

Paul V. Johnson, Nicholas J. Sharp, Peter W. Duck, David P. Newton

SIAM J. Financial Math., 2011

2010

On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes.

Kristoffer J. Glover, Peter W. Duck, David P. Newton

SIAM J. Appl. Math., 2010