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Henderson, Vicky


 SSRN Author Rank: 9,737 by Downloads
 

University of Warwick


 Gibbet Hill Rd.
 Coventry, West Midlands CV4 8UW
 United Kingdom
 44 (0)2476 574811 (Phone)
 email address
 

University of Oxford - Oxford Man Institute


 Eagle House
 Walton Well Road
 Oxford, Oxfordshire OX2 6ED
 United Kingdom
 44 01865 616600 (Phone)
 email address

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. Henderson, Vicky's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,092
Total
Citations
92
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Henderson, Vicky
University of Warwick
Posted:
03 Dec 07
Last Revised:
13 Mar 09
689
(22,516)
 

2.  
Henderson, Vicky
University of Warwick
Posted:
17 Feb 09
Last Revised:
03 Oct 11
619
(26,203)
4

3.  
Henderson, Vicky
University of Warwick
Hobson, David G.
University of Bath - School of Mathematical Sciences
Howison, Sam
University of Oxford - Nomura Centre for Quantitative Finance, OCIAM
Kluge, Tino
University of Oxford - Nomura Centre for Mathematical Finance
Posted:
02 Jan 04
438
(41,301)
7

4.  
On the Equivalence of Floating and Fixed-Strike Asian Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Applied Probability, Vol. 39, No. 2, pp. 391--394, 2002, LUMS Working Paper No. 2001/005
Number of Pages in PDF File: 7
Henderson, Vicky
University of Warwick
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
13 Dec 01
Last Revised:
09 Mar 08
374
(50,138)
6

5.  
Henderson, Vicky
University of Warwick
Posted:
27 Jul 04
324
(59,571)
34

6.  
Henderson, Vicky
University of Warwick
Liang, Gechun
King's College London - Department of Mathematics
Posted:
17 Nov 11
Last Revised:
29 May 14
148
(130,695)
 

7.   Incl. Electronic Paper
Henderson, Vicky
University of Warwick
Whalley, A. Elizabeth
University of Warwick - Finance Group
Sun, Jia
China Credit Rating Co.,Ltd
Posted:
28 Feb 11
Last Revised:
13 Jun 14
138
(138,597)
1

8.  
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Warwick
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
24 Mar 05
132
(143,786)
2

9.  
Henderson, Vicky
University of Warwick
Hobson, David
University of Warwick
Tse, Alex S. L.
University of Warwick
Posted:
29 Nov 14
Last Revised:
19 Mar 15
126
(149,179)
 

10.  
Henderson, Vicky
University of Warwick
Whalley, A. Elizabeth
University of Warwick - Finance Group
Sun, Jia
China Credit Rating Co.,Ltd
Posted:
18 Mar 12
Last Revised:
18 Mar 14
43
(278,050)
 

11.  
Analytical Comparisons of Option Prices in Stochastic Volatility Models | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 15, No. 1, pp. 49-59, January 2005
Number of Pages in PDF File: 11
Henderson, Vicky
University of Warwick
Posted:
30 Dec 04
27
(327,307)
8

12.  
Henderson, Vicky
University of Warwick
Sun, Jia
China Credit Rating Co.,Ltd
Whalley, A. Elizabeth
University of Warwick - Finance Group
Posted:
21 Apr 15
22
(348,134)
 

13.  
Valuation of Claims on Nontraded Assets Using Utility Maximization | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 12, pp. 351-373, 2002
Number of Pages in PDF File: 23
Henderson, Vicky
University of Warwick
Posted:
07 Feb 03
7
(415,822)
26

14.  
Optimal Timing for an Indivisible Asset Sale | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 18, Issue 4, pp. 545-567, October 2008
Number of Pages in PDF File: 23
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Warwick
Hobson, David
University of Warwick
Posted:
19 Sep 08
3
(433,434)
1

15.  
Optimal Liquidation of Derivative Portfolios | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 21, Issue 3, pp. 365-382, 2011
Number of Pages in PDF File: 18
Henderson, Vicky
University of Warwick
Hobson, David
University of Warwick
Posted:
20 May 11
2
(439,844)
3

16.  
Henderson, Vicky
University of Warwick
Hobson, David
University of Warwick
Shaw, William
King's College, London
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 

17.  
Henderson, Vicky
University of Warwick
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
17 Nov 99
 


Records 1 - 17 of 17 matches
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