Vicky Henderson

According to our database1, Vicky Henderson authored at least 9 papers between 2000 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.
SIAM J. Financial Math., 2020

2018
Probability weighting, stop-loss and the disposition effect.
J. Econ. Theory, 2018

2017
Randomized strategies and prospect theory in a dynamic context.
J. Econ. Theory, 2017

2016
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk.
SIAM J. Control. Optim., 2016

2014
Pseudo linear pricing rule for utility indifference valuation.
Finance Stochastics, 2014

2013
Risk Aversion, Indivisible Timing Options, and Gambling.
Oper. Res., 2013

2012
Prospect Theory, Liquidation, and the Disposition Effect.
Manag. Sci., 2012

2007
Bounds for in-progress floating-strike Asian options using symmetry.
Ann. Oper. Res., 2007

2000
Local time, coupling and the passport option.
Finance Stochastics, 2000


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