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ORCIDVicky Henderson
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2020 – today
- 2020
[j9]Vicky Henderson, Kamil Kladívko
, Michael Monoyios, Christoph Reisinger:
Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point. SIAM J. Financial Math. 11(4): 1007-1062 (2020)
2010 – 2019
- 2018
- [j8]Vicky Henderson, David Hobson, Alex S. L. Tse:
Probability weighting, stop-loss and the disposition effect. J. Econ. Theory 178: 360-397 (2018) - 2017
- [j7]Vicky Henderson, David Hobson, Alex S. L. Tse:
Randomized strategies and prospect theory in a dynamic context. J. Econ. Theory 168: 287-300 (2017) - 2016
- [j6]Vicky Henderson, Gechun Liang:
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk. SIAM J. Control. Optim. 54(2): 690-717 (2016) - 2014
- [j5]Vicky Henderson, Gechun Liang:
Pseudo linear pricing rule for utility indifference valuation. Finance Stochastics 18(3): 593-615 (2014) - 2013
- [j4]Vicky Henderson, David Hobson:
Risk Aversion, Indivisible Timing Options, and Gambling. Oper. Res. 61(1): 126-137 (2013) - 2012
- [j3]Vicky Henderson:
Prospect Theory, Liquidation, and the Disposition Effect. Manag. Sci. 58(2): 445-460 (2012)
2000 – 2009
- 2007
- [j2]Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski:
Bounds for in-progress floating-strike Asian options using symmetry. Ann. Oper. Res. 151(1): 81-98 (2007) - 2000
- [j1]Vicky Henderson, David Hobson:
Local time, coupling and the passport option. Finance Stochastics 4(1): 69-80 (2000)
Coauthor Index
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