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Analytical comparisons of opti...
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Option pricing theory
17
Optionspreistheorie
17
Incomplete market
14
Theorie
14
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14
Unvollkommener Markt
14
Portfolio selection
8
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Henderson, Vicky
90
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20
Kluge, Tino
7
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6
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5
Sun, Jia
5
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4
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4
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4
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4
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3
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Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
OFRC Working Papers Series
6
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5
Finance and stochastics
4
Journal of Economic Dynamics and Control
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ECONIS (ZBW)
48
RePEc
27
OLC EcoSci
16
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Valuing the option to invest in an incomplete market
Henderson, Vicky
- In:
Mathematics and financial economics
1
(
2007
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10003591558
Saved in:
2
Prospect theory, liquidation, and the disposition effect
Henderson, Vicky
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10009512137
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3
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
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4
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
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5
Valuation of claims on nontraded assets using utility maximization
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 351-373
Persistent link: https://www.econbiz.de/10001741947
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6
Is corporate control effective when managers face investment timing decisions in incomplete markets?
Henderson, Vicky
- In:
Journal of economic dynamics & control
34
(
2010
)
6
,
pp. 1062-1076
Persistent link: https://www.econbiz.de/10010216640
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7
Optimal timing for an indivisible asset sale
Evans, Jonathan
;
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 545-567
Persistent link: https://www.econbiz.de/10003769012
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8
Utility indifference pricing : an overview
Henderson, Vicky
;
Hobson, David G.
- In:
Indifference pricing : theory and applications
,
(pp. 44-73)
.
2009
Persistent link: https://www.econbiz.de/10003807578
Saved in:
9
Risk aversion and block exercise of executive stock options
Grasselli, Matheus
;
Henderson, Vicky
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003810172
Saved in:
10
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
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