Vicky Henderson

Finance · 2002–2009

A researcher in the Science corpus: 7 papers; trusts 29 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

Whom Vicky Henderson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thaleia Zariphopoulou
  2. Marco Frittelli
  3. Mark H. A. Davis
  4. David Hobson *
  5. Peter Grandits
  6. Michael Tehranchi
  7. Hans Föllmer
  8. Francesca Biagini
  9. Shane A. Johnson
  10. Thorsten Rheinländer

Who trusts Vicky Henderson overall

  1. Michael Monoyios
  2. David Hobson *
  3. Dmitry O. Kramkov
  4. Marek Musiela
  5. M. Sîrbu
  6. Thaleia Zariphopoulou
  7. Dirk Becherer
  8. Mark H. A. Davis
  9. Ernst Eberlein
  10. Mingxin Xu

Papers from Vicky Henderson's perspective

Ordered by how strongly the researchers Vicky Henderson trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal investment in incomplete markets when wealth may become negative
  2. An example of indifference prices under exponential preferences (Finance and Stochastics)
  3. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  4. Convex measures of risk and trading constraints (Finance and Stochastics)
  5. On the Existence of Minimax Martingale Measures
  6. Pricing Via Utility Maximization and Entropy
  7. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
  8. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  9. Real options with constant relative risk aversion
  10. Exponential Hedging and Entropic Penalties

Their papers