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Martin Widdicks
Teaching Associate Professor
,
Finance
Director, M.S. in Finance Programs
,
Finance
Josef and Margot Lakonishok Faculty Fellow
,
Gies College of Business
Email
widdicks
illinois
edu
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Dive into the research topics where Martin Widdicks is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Business & Economics
Option Pricing
100%
Singular Perturbation
96%
Early Exercise
92%
Quadrature
86%
Option Valuation
85%
Option Prices
73%
Bermudan Options
48%
Path-dependent Options
45%
Asymptotic Expansion
42%
Equity
39%
Monte Carlo Method
35%
Jump
34%
Exercise
33%
Prospect Theory
33%
State Variable
33%
Curse of Dimensionality
30%
Real Options
29%
Pricing
29%
Employees
29%
Node
28%
Credit Default Swap (CDS) Spreads
28%
Assets
28%
R and D
21%
Credit
21%
Equity Options
21%
Performance Incentive
20%
Tax
19%
Options Markets
17%
Futures Prices
17%
Discontinuity
16%
Financial Economics
15%
Wealth
15%
Valuation Model
14%
Mathematics
Singular Perturbation
64%
Perturbation Technique
48%
Black-Scholes Equation
40%
American Options
38%
Option Pricing
35%
Barrier Options
29%
Asymptotic Expansion
25%
Calculator
12%
Exercise
10%
Option Valuation
7%
Black-Scholes
6%
Pricing
5%
Monte Carlo method
5%
