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A new prepayment model (with default): an occupation-time derivative approach

Sharp, Nicholas J.; Johnson, Paul V.; Newton, David P.; … - In: The journal of real estate finance and economics 39 (2009) 2, pp. 118-145

Persistent link: https://www.econbiz.de/10003873975

Application of option pricing theory to R&D

Newton, David P. - 1992

Persistent link: https://www.econbiz.de/10000846124

An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options

Sharp, Nicholas J.; Newton, David P.; Duck, Peter W. - In: The journal of real estate finance and economics 36 (2008) 3, pp. 307-342

Persistent link: https://www.econbiz.de/10003733641

A New Prepayment Model (with Default): An Occupation-time Derivative Approach

Sharp, Nicholas J.; Johnson, Paul V.; Newton, David P.; … - In: The journal of real estate finance and economics 39 (2009) 2, pp. 118-145

Persistent link: https://www.econbiz.de/10008273921

An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options

Sharp, Nicholas J.; Newton, David P.; Duck, Peter W. - In: The journal of real estate finance and economics 36 (2008) 3, pp. 307-342

Persistent link: https://www.econbiz.de/10007916453

Real R&D Options

Widdicks, Martin; Paxson, Dean A.; Newton, David - 2004

Real options have been growing in popularity in recent years, and this has been accompanied by improvements in their modelling and valuation. Real options enable companies or managers to value projects more accurately by incorporating managerial flexibilities into the valuation model. This is in...

Persistent link: https://www.econbiz.de/10014068976