According to our database1, Vicky Henderson authored at least 8 papers between 2000 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Probability weighting, stop-loss and the disposition effect.
J. Economic Theory, 2018
Randomized strategies and prospect theory in a dynamic context.
J. Economic Theory, 2017
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk.
SIAM J. Control and Optimization, 2016
Pseudo linear pricing rule for utility indifference valuation.
Finance and Stochastics, 2014
Risk Aversion, Indivisible Timing Options, and Gambling.
Operations Research, 2013
Prospect Theory, Liquidation, and the Disposition Effect.
Management Science, 2012
Bounds for in-progress floating-strike Asian options using symmetry.
Annals OR, 2007
Local time, coupling and the passport option.
Finance and Stochastics, 2000