Edit Profile (opens in new tab) Newton, David P. Compute Distance To: Compute Author ID: newton.david-p Published as: Newton, David P. Documents Indexed: 17 Publications since 1966 Co-Authors: 7 Co-Authors with 4 Joint Publications 361 Co-Co-Authors all top 5 Co-Authors 10 single-authored 4 Duck, Peter W. 2 Widdicks, Martin 1 Andricopoulos, Ari D. 1 Giblin, I. 1 Glover, Kristoffer J. 1 Johnson, Paul V. 1 Parry, William 1 Sharp, Nicholas J. 1 Yang, Chao all top 5 Serials 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Journal of the London Mathematical Society. Second Series 2 Mathematical Finance 2 Journal of the London Mathematical Society 1 The Mathematical Intelligencer 1 Bulletin of the London Mathematical Society 1 Mathematical Systems Theory 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Financial Mathematics 1 Annals of Mathematical Statistics all top 5 Fields 5 Measure and integration (28-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 25 times in 22 Documents Cited by ▼ Year ▼ On a factor automorphism of a normal dynamical system. Zbl 0178.52703Newton, D.; Parry, William 51 1966 The Black-Scholes equation revisited: asymptotic expansions and singular perturbations. Zbl 1124.91342Widdicks, Martin; Duck, Peter W.; Andricopoulos, Ari D.; Newton, David P. 20 2005 On sequence entropy. I, II. Zbl 0189.05704Newton, D. 16 1970 On canonical factors of ergodic dynamical systems. Zbl 0425.28012Newton, D. 13 1979 On sequence entropy of automorphisms of a Lebesgue space. Zbl 0237.28009Krug, E.; Newton, D. 9 1972 On Gaussian processes with simple spectrum. Zbl 0142.13804Newton, D. 5 1966 Coalescence and spectrum of automorphisms of a Lebesgue space. Zbl 0209.36302Newton, D. 5 1971 Symmetry groups of fractals. Zbl 0752.58020Alexander, C.; Giblin, I.; Newton, D. 4 1992 On the entropy of certain classes of skew-product transformations. Zbl 0174.09201Newton, D. 4 1969 Coalescence and spectrum of automorphisms of a Lebesgue space. Zbl 0201.38401Newton, D. 2 1971 Singular perturbation techniques applied to multiasset option pricing. Zbl 1168.91358Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, Martin 2 2009 On nonlinear models of markets with finite liquidity: some cautionary notes. Zbl 1285.91126Glover, Kristoffer J.; Duck, Peter W.; Newton, David P. 2 2010 On a principal factor system of a normal dynamical system. Zbl 0169.20601Newton, D. 1 1968 Note on Kolmogorov automorphisms. Zbl 0172.07302Newton, D. 1 1968 On automorphisms with no mixing factors. Zbl 0294.28010Newton, D. 1 1974 A bridge between American and European options: the “Ameripean” delayed-exercise model. Zbl 1271.62245Johnson, Paul V.; Sharp, Nicholas J.; Duck, Peter W.; Newton, David P. 1 2011 A note on sequence entropy. Zbl 0595.28024Newton, D. 1 1986 A bridge between American and European options: the “Ameripean” delayed-exercise model. Zbl 1271.62245Johnson, Paul V.; Sharp, Nicholas J.; Duck, Peter W.; Newton, David P. 1 2011 On nonlinear models of markets with finite liquidity: some cautionary notes. Zbl 1285.91126Glover, Kristoffer J.; Duck, Peter W.; Newton, David P. 2 2010 Singular perturbation techniques applied to multiasset option pricing. Zbl 1168.91358Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, Martin 2 2009 The Black-Scholes equation revisited: asymptotic expansions and singular perturbations. Zbl 1124.91342Widdicks, Martin; Duck, Peter W.; Andricopoulos, Ari D.; Newton, David P. 20 2005 Symmetry groups of fractals. Zbl 0752.58020Alexander, C.; Giblin, I.; Newton, D. 4 1992 A note on sequence entropy. Zbl 0595.28024Newton, D. 1 1986 On canonical factors of ergodic dynamical systems. Zbl 0425.28012Newton, D. 13 1979 On automorphisms with no mixing factors. Zbl 0294.28010Newton, D. 1 1974 On sequence entropy of automorphisms of a Lebesgue space. Zbl 0237.28009Krug, E.; Newton, D. 9 1972 Coalescence and spectrum of automorphisms of a Lebesgue space. Zbl 0209.36302Newton, D. 5 1971 Coalescence and spectrum of automorphisms of a Lebesgue space. Zbl 0201.38401Newton, D. 2 1971 On sequence entropy. I, II. Zbl 0189.05704Newton, D. 16 1970 On the entropy of certain classes of skew-product transformations. Zbl 0174.09201Newton, D. 4 1969 On a principal factor system of a normal dynamical system. Zbl 0169.20601Newton, D. 1 1968 Note on Kolmogorov automorphisms. Zbl 0172.07302Newton, D. 1 1968 On a factor automorphism of a normal dynamical system. Zbl 0178.52703Newton, D.; Parry, William 51 1966 On Gaussian processes with simple spectrum. Zbl 0142.13804Newton, D. 5 1966 all cited Publications top 5 cited Publications all top 5 Cited by 45 Authors 3 Zhao, Hui 2 Duck, Peter W. 2 Gao, Jianwei 2 Knessl, Charles 2 Pagliarani, Stefano 2 Pascucci, Andrea 2 Rong, Ximin 1 Balachandran, Krishnan 1 Bayer, Christian 1 Chen, Nan 1 Chen, Peimin 1 Chen, Wenting 1 del Carmen Calvo-Garrido, Maria 1 Evatt, Geoffrey W. 1 Gu, Mengdi 1 Hou, Rujing 1 Howison, Samuel Dexter 1 Hu, Fannu 1 Johnson, Paul V. 1 Kim, Jeong-Hoon 1 Laurence, Peter 1 Leduc, Guillaume 1 Li, Shoude 1 Liu, Yanchu 1 Newton, David P. 1 Paryab, Khalil 1 Pirvu, Traian A. 1 Sakthivel, Kumarasamy 1 Shen, Yang 1 Sowrirajan, Rangarajan 1 Vázquez Cendón, Carlos 1 Wan, Xiangwei 1 Weng, Chengguo 1 Widdicks, Martin 1 Wu, Chunchi 1 Xiang, Kaili 1 Xu, Miao 1 Yang, Chao 1 Yang, Nian 1 Yang, Yipeng 1 Yazdanian, A. R. 1 Zeng, Yan 1 Zhang, Chubing 1 Zhang, Jingyi 1 Zhu, Songping all top 5 Cited in 15 Serials 4 Insurance Mathematics & Economics 3 International Journal of Computer Mathematics 2 Applied Mathematics Letters 2 Applied Mathematical Finance 1 Communications on Pure and Applied Mathematics 1 Journal of Engineering Mathematics 1 Kybernetika 1 Stochastic Analysis and Applications 1 Optimization 1 Journal of Economic Dynamics & Control 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Central European Journal of Mathematics 1 Science China. Mathematics all top 5 Cited in 10 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 4 Partial differential equations (35-XX) 4 Numerical analysis (65-XX) 4 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) Citations by Year