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~subject:"Risk aversion"
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Risk aversion
Option pricing theory
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Henderson, Vicky
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Hobson, David G.
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Grasselli, Matheus
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Muscat, Jonathan
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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
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2
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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3
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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4
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:
5
Partial liquidation under reference-dependent preferences
Henderson, Vicky
;
Muscat, Jonathan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
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