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Analytical comparisons of opti...
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Option pricing theory
16
Optionspreistheorie
16
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15
Theory
15
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14
Unvollkommener Markt
14
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8
Behavioural finance
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American options
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Henderson, Vicky
49
Hobson, David G.
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5
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5
Sun, Jia
5
Whalley, A. Elizabeth
5
Tse, Alex S. L.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of economic dynamics & control
4
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4
Finance and stochastics
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
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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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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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
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7
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
8
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
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9
Real options with constant relative risk aversion
Henderson, Vicky
;
Hobson, David G.
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10001703408
Saved in:
10
A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky
;
Hobson, David G.
;
Kentwell, Glenn
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
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