Number of items: 6.
Engineering and Physical Sciences Research Council (EPSRC)
Evans, J. (Jonathan), Henderson, Vicky and Hobson, David (David G.)
(2008)
Optimal timing for an indivisible asset sale.
Mathematical Finance, Vol.18
(No.4, Sp. Iss. SI).
pp. 545-567.
doi:10.1111/j.1467-9965.2008.00347.x
ISSN 0960-1627.
Henderson, Vicky and Hobson, David (David G.)
(2008)
An explicit solution for an optimal stopping/optimal control problem which models an asset sale.
Annals of Applied Probability, Vol.18
(No.5).
pp. 1681-1705.
doi:10.1214/07-AAP511
ISSN 1050-5164.
Henderson, Vicky and Hobson, David (David G.)
(2008)
Perpetual American options in incomplete markets : the infinitely divisible case.
Quantitive Finance, Vol.8
(No.5).
pp. 461-469.
doi:10.1080/14697680701400986
ISSN 1469-7688.
National Science Foundation (U.S.) (NSF)
Grasselli, Matheus and Henderson, Vicky
(2009)
Risk aversion and block exercise of executive stock options.
Journal of Economic Dynamics and Control, Vol.33
(No.1).
pp. 109-127.
doi:10.1016/j.jedc.2008.05.005
ISSN 0165-1889.
Evans, J. (Jonathan), Henderson, Vicky and Hobson, David (David G.)
(2008)
Optimal timing for an indivisible asset sale.
Mathematical Finance, Vol.18
(No.4, Sp. Iss. SI).
pp. 545-567.
doi:10.1111/j.1467-9965.2008.00347.x
ISSN 0960-1627.
Henderson, Vicky and Hobson, David (David G.)
(2008)
Perpetual American options in incomplete markets : the infinitely divisible case.
Quantitive Finance, Vol.8
(No.5).
pp. 461-469.
doi:10.1080/14697680701400986
ISSN 1469-7688.
This list was generated on Thu Mar 28 15:40:01 2024 GMT.