The following pages link to Vicky Henderson (Q457183):
Displayed 37 items.
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Randomized strategies and prospect theory in a dynamic context (Q508405) (← links)
- Valuing the option to invest in an incomplete market (Q926390) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Is corporate control effective when managers face investment timing decisions in incomplete markets? (Q976521) (← links)
- Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Local time, coupling and the passport option (Q1979077) (← links)
- Risk aversion and block exercise of executive stock options (Q2271611) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- (Q2722281) (← links)
- (Q2741108) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH (Q3022043) (← links)
- On the equivalence of floating- and fixed-strike Asian options (Q3153663) (← links)
- Is there an informationally passive benchmark for option pricing incorporating maturity? (Q3439869) (← links)
- Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
- (Q3613975) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Passport options with stochastic volatility (Q4541603) (← links)
- Coupling and option price comparisons in a jump-diffusion model (Q4707542) (← links)
- THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Risk Aversion, Indivisible Timing Options, and Gambling (Q5301116) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (Q5697334) (← links)
- Cautious stochastic choice, optimal stopping and deliberate randomization (Q6107383) (← links)