Vicky Henderson

According to our database, Vicky Henderson authored at least 9 papers between 2000 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.

Vicky Henderson, Kamil Kladívko, Michael Monoyios, Christoph Reisinger

SIAM J. Financial Math., 2020

2018

Probability weighting, stop-loss and the disposition effect.

Vicky Henderson, David Hobson, Alex S. L. Tse

J. Econ. Theory, 2018

2017

Randomized strategies and prospect theory in a dynamic context.

Vicky Henderson, David Hobson, Alex S. L. Tse

J. Econ. Theory, 2017

2016

A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk.

Vicky Henderson, Gechun Liang

SIAM J. Control. Optim., 2016

2014

Pseudo linear pricing rule for utility indifference valuation.

Vicky Henderson, Gechun Liang

Finance Stochastics, 2014

2013

Risk Aversion, Indivisible Timing Options, and Gambling.

Vicky Henderson, David Hobson

Oper. Res., 2013

2012

Prospect Theory, Liquidation, and the Disposition Effect.

Vicky Henderson

Manag. Sci., 2012

2007

Bounds for in-progress floating-strike Asian options using symmetry.

Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski

Ann. Oper. Res., 2007

2000

Local time, coupling and the passport option.

Vicky Henderson, David Hobson

Finance Stochastics, 2000