| Valuation of claims on nontraded assets using utility maximization V Henderson Mathematical Finance 12 (4), 351-373, 2002 | 332 | 2002 |
| Utility indifference pricing-an overview V Henderson, D Hobson Volume on Indifference Pricing, 2004 | 248 | 2004 |
| Valuing the option to invest in an incomplete market V Henderson Mathematics and Financial Economics 1, 103-128, 2007 | 238 | 2007 |
| Real options with constant relative risk aversion V Henderson, DG Hobson Journal of Economic Dynamics and Control 27 (2), 329-355, 2002 | 200 | 2002 |
| Prospect theory, liquidation, and the disposition effect V Henderson Management Science 58 (2), 445-460, 2012 | 166 | 2012 |
| Explicit solutions to an optimal portfolio choice problem with stochastic income V Henderson Journal of Economic Dynamics and Control 29 (7), 1237-1266, 2005 | 109 | 2005 |
| The impact of the market portfolio on the valuation, incentives and optimality of executive stock options V Henderson* Quantitative Finance 5 (1), 35-47, 2005 | 102 | 2005 |
| On the equivalence of floating-and fixed-strike Asian options V Henderson, R Wojakowski Journal of Applied Probability 39 (2), 391-394, 2002 | 95 | 2002 |
| Horizon-unbiased utility functions V Henderson, D Hobson Stochastic processes and their applications 117 (11), 1621-1641, 2007 | 94 | 2007 |
| Analytical comparisons of option prices in stochastic volatility models V Henderson Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 66 | 2005 |
| Risk aversion and block exercise of executive stock options M Grasselli, V Henderson Journal of Economic Dynamics and Control 33 (1), 109-127, 2009 | 60 | 2009 |
| Local time, coupling and the passport option V Henderson, D Hobson Finance and Stochastics 4, 69-80, 2000 | 56 | 2000 |
| Coupling and option price comparisons in a jump-diffusion model V Henderson*, D Hobson Stochastics and Stochastic Reports 75 (3), 79-101, 2003 | 49 | 2003 |
| A comparison of option prices under different pricing measures in a stochastic volatility model with correlation V Henderson, D Hobson, S Howison, T Kluge Review of Derivatives Research 8, 5-25, 2005 | 47 | 2005 |
| An explicit solution for an optimal stopping/optimal control problem which models an asset sale V Henderson, D Hobson | 44 | 2008 |
| Optimal timing for an indivisible asset sale J Evans, V Henderson, D Hobson Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 44 | 2008 |
| Substitute hedging Derivatives on assets that are difficult to trade are of growing importance. Pricing requires the use of utility theory and proxy assets for hedging V Henderson, D Hobson RISK-LONDON-RISK MAGAZINE LIMITED- 15 (5), 71-76, 2002 | 43 | 2002 |
| Utility indifference pricing: an overview. Indifference Pricing: Theory and Applications V Henderson, D Hobson Princeton University Press. New Jersey, 2009 | 41 | 2009 |
| Passport options with stochastic volatility V Henderson, D Hobson Applied Mathematical Finance 8 (2), 97-118, 2001 | 29 | 2001 |
| Risk aversion, indivisible timing options, and gambling V Henderson, D Hobson Operations Research 61 (1), 126-137, 2013 | 28 | 2013 |
