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Henderson, Vicky - Oxford-Man Institute of Quantitative Finance & Mathematical Institute, University of Oxford
A comparison of option prices under different pricing measures in a stochastic volatility model
VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
Utility Indifference Pricing -An Overview Vicky Henderson 0
This article was published in an Elsevier journal. The attached copy is furnished to the author for non-commercial research and
A Note on Irreversible Investment, Hedging and Optimal Consumption Problems
Coupling and Option Price Comparisons in a Jump-Di usion Model
PLEASE SCROLL DOWN FOR ARTICLE This article was downloaded by: [University of Warwick]
Journal of Economic Dynamics & Control 27 (2002) 329355
Quantitative Finance, Vol. 5, No. 1, February 2005, 3547 The impact of the market portfolio on the
Is Corporate Control Effective When Managers Face Investment Timing Decisions in Incomplete Markets?
Explicit Solutions to an Optimal Portfolio Choice Problem with Stochastic Income
Is Corporate Control Effective When Managers Face Investment Timing Decisions in Incomplete Markets?
Optimal Liquidation of Derivative Portfolios Vicky Henderson
Risk aversion and block exercise of executive stock options Matheus Grasselli a
Math Finan Econ (2007) 1:103128 DOI 10.1007/s11579-007-0005-z
The Annals of Applied Probability 2008, Vol. 18, No. 5, 16811705
Analytical Comparisons of Option prices in Stochastic Volatility Models
