Martin Widdicks

Lancaster University - Department of Accounting and Finance

Lancaster, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

3

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Singular Perturbation Techniques Applied to Multiasset Option Pricing

Mathematical Finance, Vol. 19, Issue 3, pp. 457-486, July 2009
Number of pages: 30 Posted: 30 Jun 2009
Peter Duck, Chao Yang, David Newton and Martin Widdicks
University of Manchester - Department of Mathematics, University of Manchester, University of Bath - School of Management and Lancaster University - Department of Accounting and Finance
Downloads 3 (780,406)
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2.

Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jod.2014.22.2.008
Posted: 20 May 2019
Stephen J. Taylor, Chi Feng Tzeng and Martin Widdicks
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
Downloads 0 (818,713)

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Option prices, Bankruptcy probability, Risk-neutral density, Financial crisis