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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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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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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
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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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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
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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 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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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
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Optimal liquidation of derivative portfolios
Henderson, Vicky; Hobson, David G. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 365-382
Persistent link: https://www.econbiz.de/10009155206