Martin Widdicks

430 total citations
19 papers, 295 citations indexed

About

Martin Widdicks is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, Martin Widdicks has authored 19 papers receiving a total of 295 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Strategy and Management. Recurrent topics in Martin Widdicks's work include Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (8 papers) and Financial Reporting and Valuation Research (4 papers). Martin Widdicks is often cited by papers focused on Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (8 papers) and Financial Reporting and Valuation Research (4 papers). Martin Widdicks collaborates with scholars based in United Kingdom, United States and Taiwan. Martin Widdicks's co-authors include David Newton, Peter W. Duck, Dean Paxson, Stephen J. Taylor, Joshua Matthew Pollet, Chao Yang and Joshua S. White and has published in prestigious journals such as Journal of Financial Economics, Journal of Corporate Finance and International Journal of Management Reviews.

In The Last Decade

Martin Widdicks

19 papers receiving 266 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Martin Widdicks United Kingdom	7	274	109	27	24	23	19	295
Dietmar Leisen Germany	8	249 0.9×	92 0.8×	14 0.5×	17 0.7×	28 1.2×	25	268
Jeremy Evnine United States	5	320 1.2×	130 1.2×	28 1.0×	21 0.9×	5 0.2×	6	335
Rafał M. Wojakowski United Kingdom	11	238 0.9×	161 1.5×	33 1.2×	19 0.8×	5 0.2×	30	274
Uwe Wystup Germany	10	223 0.8×	87 0.8×	10 0.4×	42 1.8×	5 0.2×	20	249
Dmitry Davydov United States	4	386 1.4×	115 1.1×	6 0.2×	68 2.8×	39 1.7×	12	435
Junkee Jeon South Korea	12	334 1.2×	152 1.4×	13 0.5×	87 3.6×	8 0.3×	72	405
Mats Kjaer United States	7	257 0.9×	69 0.6×	34 1.3×	9 0.4×	3 0.1×	16	288
Petter Bjerksund Norway	8	252 0.9×	127 1.2×	42 1.6×	22 0.9×	2 0.1×	17	284

Countries citing papers authored by Martin Widdicks

Since Specialization

Citations

This map shows the geographic impact of Martin Widdicks's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Martin Widdicks with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Widdicks more than expected).

Fields of papers citing papers by Martin Widdicks

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martin Widdicks. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Martin Widdicks. The network helps show where Martin Widdicks may publish in the future.

Co-authorship network of co-authors of Martin Widdicks

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Widdicks. A scholar is included among the top collaborators of Martin Widdicks based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Martin Widdicks. Martin Widdicks is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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19 of 19 papers shown

Taylor, Stephen J., et al.. (2018). Information about price and volatility jumps inferred from options prices. Journal of Futures Markets. 38(10). 1206–1226. 5 indexed citations

Widdicks, Martin, et al.. (2016). Why do employees like to be paid with Options?: A multi-period prospect theory approach. Journal of Corporate Finance. 38. 106–125. 4 indexed citations

Widdicks, Martin, et al.. (2014). A Model of Equity Based Compensation with Tax. Journal of Business Finance & Accounting. 41(7-8). 1002–1041. 4 indexed citations

Widdicks, Martin, et al.. (2014). Do compensation plans with performance targets provide better incentives?. Journal of Corporate Finance. 29. 662–694. 6 indexed citations

Taylor, Stephen J., et al.. (2014). Bankruptcy Probabilities Inferred from Option Prices. The Journal of Derivatives. 22(2). 8–31. 6 indexed citations

Taylor, Stephen J., et al.. (2012). Bankruptcy Probabilities Inferred from Option Prices. SSRN Electronic Journal. 4 indexed citations

Widdicks, Martin, et al.. (2011). Do Compensation Plans with Performance Targets Provide Better Incentives?. SSRN Electronic Journal. 1 indexed citations

Duck, Peter W., Chao Yang, David Newton, & Martin Widdicks. (2009). SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING. Mathematical Finance. 19(3). 457–486. 3 indexed citations

Pollet, Joshua Matthew, Joshua S. White, & Martin Widdicks. (2008). Executive Stock Options with Consumption and Partial Exercise. SSRN Electronic Journal. 2 indexed citations

10.

Widdicks, Martin, et al.. (2006). Extending quadrature methods to value multi-asset and complex path dependent options. Journal of Financial Economics. 83(2). 471–499. 40 indexed citations

11.

Widdicks, Martin, et al.. (2005). Extending Quadrature Methods to Value Multi-asset and Complex Path Dependent Options. SSRN Electronic Journal. 2 indexed citations

12.

Duck, Peter W., et al.. (2005). Enhancing the Accuracy of Pricing American and Bermudan Options. The Journal of Derivatives. 12(4). 34–44. 6 indexed citations

13.

Widdicks, Martin, et al.. (2005). THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS. Mathematical Finance. 15(2). 373–391. 5 indexed citations

14.

Widdicks, Martin, Dean Paxson, & David Newton. (2004). Real R&D Options. SSRN Electronic Journal. 15 indexed citations

15.

Newton, David, Dean Paxson, & Martin Widdicks. (2004). Real R&D options¹. International Journal of Management Reviews. 5-6(2). 113–130. 47 indexed citations

16.

Widdicks, Martin, et al.. (2004). Curtailing the Range for Lattice and Grid Methods. The Journal of Derivatives. 11(4). 55–61. 12 indexed citations

17.

Widdicks, Martin, et al.. (2003). Universal option pricing using quadrature. Lancaster EPrints (Lancaster University). 6 indexed citations

18.

Widdicks, Martin, et al.. (2003). Universal option valuation using quadrature methods. Journal of Financial Economics. 67(3). 447–471. 102 indexed citations

19.

Widdicks, Martin, et al.. (2002). On the enhanced convergence of standard lattice methods for option pricing. Journal of Futures Markets. 22(4). 315–338. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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