| An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options NJ Sharp, DP Newton, PW Duck The Journal of Real Estate Finance and Economics 36, 307-342, 2008 | 60 | 2008 |
| A new prepayment model (with default): An occupation-time derivative approach NJ Sharp, PV Johnson, DP Newton, PW Duck The Journal of Real Estate Finance and Economics 39, 118-145, 2009 | 26 | 2009 |
| Advances in mortgage valuation: an option-theoretic approach NJ Sharp PQDT-Global, 2006 | 15 | 2006 |
| Fixed income performance attribution S Daul, N Sharp, LQ Sørensen Available at SSRN 1619185, 2010 | 5 | 2010 |
| A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model PV Johnson, NJ Sharp, PW Duck, DP Newton SIAM Journal on Financial Mathematics 2 (1), 965-988, 2011 | 4 | 2011 |
| A new class of option: the American delayed-exercise option PV Johnson, NJ Sharp, P Duck, D Newton Available at SSRN 1098849, 2008 | 1 | 2008 |
| Enhanced finite-difference techniques for early-exercise options on single and multiple underlyings PV Johnson, NJ Sharp, P Duck, D Newton 20th Australasian Finance & Banking Conference, 2007 | 1 | 2007 |
| cG Copyright American Mathematical Society 2014 PV Johnson, NJ Sharp, PW Duck, DP Newton SIAM J. Financial Math 2 (1), 965-988, 2011 | | 2011 |
| A New Prepayment Model: An Occupation-Time Derivative Approach N Sharp | | |
Paul V JohnsonLecturer, School of Mathematics, University of ManchesterVerified email at manchester.ac.uk
Paul V JohnsonLecturer, School of Mathematics, University of ManchesterVerified email at manchester.ac.uk