Vicky Henderson

Identifiers

• name variant Vicky Henderson 0.60 · backfill

Papers (4)

1. Optimal Stopping and the Sufficiency of Randomized Threshold Strategies math.PR · 2017 · author #1
2. Pseudo Linear Pricing Rule for Utility Indifference Valuation q-fin.PM · 2014 · author #1
3. A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk q-fin.PR · 2011 · author #1
4. An explicit solution for an optimal stopping/optimal control problem which models an asset sale q-fin.PM · 2008 · author #1

Mentions

• 1403.7830 #1 · backfill · confidence 0.70 Vicky Henderson
• 1111.3856 #1 · backfill · confidence 0.70 Vicky Henderson
• 0806.4061 #1 · backfill · confidence 0.70 Vicky Henderson

Frequent Coauthors

• David Hobson 2 shared papers
• Gechun Liang 2 shared papers
• Matthew Zeng 1 shared papers