Vicky Henderson

According to our database1, Vicky Henderson authored at least 8 papers between 2000 and 2018.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

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

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

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

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

2013
Risk Aversion, Indivisible Timing Options, and Gambling.
Operations Research, 2013

2012
Prospect Theory, Liquidation, and the Disposition Effect.
Management Science, 2012

2007
Bounds for in-progress floating-strike Asian options using symmetry.
Annals OR, 2007

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


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