Vicky Henderson
- Finance top 0.5%
- Stochastic processes and financial applications 37
- Capital Investment and Risk Analysis 24
- Financial Markets and Investment Strategies 22
- Financial Risk and Volatility Modeling 9
- General Decision Sciences top 5%
- Economics and Econometrics top 2%
- Economic theories and models 22
- Housing Market and Economics 8
- Accounting top 5%
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- Financial Reporting and Valuation Research 6
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- Insurance, Mortality, Demography, Risk Management 6
- Co-authors
- David HobsonRafał M. WojakowskiMatheus R. GrasselliGechun LiangSam HowisonJonathan D. EvansA. Elizabeth WhalleyJia Sun
- Journals
- Mathematical Finance (7 papers)Journal of Economic Dynamics and Control (4 papers)Finance and Stochastics (3 papers)
- Partner nations
- United KingdomUnited StatesItaly
In The Last Decade
Vicky Henderson
58 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 50
- Finance 1.1k
- General Decision Sciences 61
- Management Science and Operations Research 264
- Economics and Econometrics 558
- Accounting 173
Countries citing papers authored by Vicky Henderson
This map shows the geographic impact of Vicky Henderson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Vicky Henderson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vicky Henderson more than expected).
Fields of papers citing papers by Vicky Henderson
This network shows the impact of papers produced by Vicky Henderson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Vicky Henderson. The network helps show where Vicky Henderson may publish in the future.
Co-authorship network
The 12 scholars most cited alongside Vicky Henderson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 5 | |
| 2 | 2020 | 2 | |
| 3 | 2016 | 7 | |
| 4 | 2014 | 5 | |
| 5 | 2014 | 5 | |
| 6 | 2014 | 7 | |
| 7 | 2012 | 77 | |
| 8 | 2010 | 2 | |
| 9 | Prospect Theory, Partial Liquidation and the Disposition Effect. | 2009 | 3 |
| 10 | 2009 | 9 | |
| 11 | Bounds for In-Progress Floating-Strike Asian Options Using Symmetry | 2008 | 0 |
| 12 | 2008 | 49 | |
| 13 | 2008 | 5 | |
| 14 | 2007 | 51 | |
| 15 | 2006 | 3 | |
| 16 | 2005 | 4 | |
| 17 | 2003 | 6 | |
| 18 | 2003 | 25 | |
| 19 | Analytical Comparisons of Option prices in Stochastic Volatility Models | 2002 | 25 |
| 20 | Local Time, Coupling And The Passport Option | 1999 | 1 |
About Vicky Henderson
Vicky Henderson is a scholar working on Finance, General Decision Sciences and Economics and Econometrics, having authored 61 papers that have together received 1.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (37 papers), Capital Investment and Risk Analysis (24 papers), Financial Markets and Investment Strategies (22 papers), Economic theories and models (22 papers), Financial Risk and Volatility Modeling (9 papers), Housing Market and Economics (8 papers), Financial Reporting and Valuation Research (6 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). The work is most often cited by research in Finance (1.1k citations), General Decision Sciences (61 citations) and Management Science and Operations Research (264 citations). Vicky Henderson has collaborated with scholars based in United Kingdom, United States and Italy. Frequent co-authors include David Hobson, Rafał M. Wojakowski, Matheus R. Grasselli, Gechun Liang, Sam Howison, Jonathan D. Evans, A. Elizabeth Whalley, Jia Sun, Julia Brettschneider and William T. Shaw. Their work appears in journals such as Mathematical Finance, Journal of Economic Dynamics and Control, Finance and Stochastics, Quantitative Finance and Journal of Economic Theory.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.