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~subject:"Unvollkommener Markt"
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Unvollkommener Markt
Theorie
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27
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27
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16
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Risikoaversion
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Henderson, Vicky
15
Hobson, David G.
8
Howison, Sam
2
Kluge, Tino
2
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Liang, Gechun
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Journal of economic dynamics & control
4
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3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Indifference pricing : theory and applications
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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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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2
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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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
Saved in:
4
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
Saved in:
5
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:
6
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
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7
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
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8
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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9
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:
10
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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