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~person:"Henderson, Vicky"
~subject:"Europa"
~subject:"Income"
~type_genre:"Article in journal"
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Henderson, Vicky
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Violante, Giovanni L.
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Journal of economic dynamics & control
1
Review of derivatives research
1
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ECONIS (ZBW)
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A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
2
Explicit solutions to an optimal portfolio choice problem with stochastic income
Henderson, Vicky
- In:
Journal of economic dynamics & control
29
(
2005
)
7
,
pp. 1237-1266
Persistent link: https://www.econbiz.de/10002931724
Saved in:
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