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Horizon-unbiased utility functionsVicky Henderson; David Hobson · 2007
OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOSVicky Henderson; David Hobson · 2011
OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOSVicky Henderson; David Hobson · 2012
Passport options with stochastic volatilityHenderson, Vicky; Hobson, David · Applied Mathematical Finance · 2001
Prospect Theory, Liquidation, and the Disposition EffectHenderson, Vicky · Management Science · 2012
Prospect Theory, Liquidation and the Disposition EffectHenderson, Vicky · SSRN Electronic Journal · 2009
Real options with constant relative risk aversionVicky Henderson; David G. Hobson · 2002
Local time, coupling and the passport optionVicky Henderson; David Hobson · Finance and Stochastics · 2000