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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
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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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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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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