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Henderson, Vicky


 SSRN Author Rank: 9,304 by Downloads
 

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
2,744
Total
Citations
90
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 Oxford - Oxford Man Institute
Posted:
03 Dec 07
Last Revised:
13 Mar 09
672
(19,345)
 

2.  
Prospect Theory, Liquidation and the Disposition Effect | Show Abstract | Download |
EFA 2009 Bergen Meetings Paper
Working Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Posted:
17 Feb 09
Last Revised:
03 Oct 11
550
(25,521)
4

3.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
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
430
(35,334)
7

4.  
On the Equivalence of Floating and Fixed-Strike Asian Options | Show Abstract | Download |
Journal of Applied Probability, Vol. 39, No. 2, pp. 391--394, 2002, LUMS Working Paper No. 2001/005
Working Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
13 Dec 01
Last Revised:
09 Mar 08
354
(44,864)
6

5.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
Posted:
27 Jul 04
317
(51,133)
33

6.  
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
24 Mar 05
132
(122,761)
2

7.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
Liang, Gechun
King's College London - Department of Mathematics
Posted:
17 Nov 11
128
(125,828)
 

8.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
Whalley, A. Elizabeth
University of Warwick - Finance Group
Sun, Jia
China Credit Rating Co.,Ltd
Posted:
28 Feb 11
Last Revised:
18 Mar 14
111
(140,374)
1

9.  
Analytical Comparisons of Option Prices in Stochastic Volatility Models | Show Abstract | Download |
Mathematical Finance, Vol. 15, No. 1, pp. 49-59, January 2005
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Posted:
30 Dec 04
27
(280,313)
8

10.  
Henderson, Vicky
University of Oxford - Oxford Man Institute
Whalley, A. Elizabeth
University of Warwick - Finance Group
Sun, Jia
China Credit Rating Co.,Ltd
Posted:
18 Mar 12
Last Revised:
18 Mar 14
11
(341,721)
 

11.  
Valuation of Claims on Nontraded Assets Using Utility Maximization | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 351-373, 2002
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Posted:
07 Feb 03
7
(357,062)
26

12.  
Optimal Timing for an Indivisible Asset Sale | Show Abstract | Download |
Mathematical Finance, Vol. 18, Issue 4, pp. 545-567, October 2008
Accepted Paper Series
Evans, Jonathan D.
University of Bath
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
affiliation not provided to SSRN
Posted:
19 Sep 08
3
(372,452)
1

13.  
Optimal Liquidation of Derivative Portfolios | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 3, pp. 365-382, 2011
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
affiliation not provided to SSRN
Posted:
20 May 11
2
(378,325)
2

14.  
Bounds for In-Progress Floating-Strike Asian Options Using Symmetry | Show Abstract |
Annals of Operation Research, Vol. 151, No. 1, 2007
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
affiliation not provided to SSRN
Shaw, William
King's College, London
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 

15.  
Local Time, Coupling And The Passport Option | Show Abstract |
Finance and Stochastics, Vol. 4, Iss. 1
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David G.
University of Bath - School of Mathematical Sciences
Posted:
17 Nov 99
 


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