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Henderson, V. (2007) Valuing the Option to Invest in an Incomplete Market. Mathematics and Financial Economics, 1, 103-128.
https://doi.org/10.1007/s11579-007-0005-z

has been cited by the following article:

• TITLE: Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package

  AUTHORS: Kebareng I. Moalosi-Court, Edward M. Lungu, Elias R. Offen

  KEYWORDS: Stochastic Income, Investment Value Function, Remuneration

  JOURNAL NAME: Journal of Mathematical Finance, Vol.11 No.2, April 6, 2021

  ABSTRACT: In this paper, we have investigated how an investor’s income, who is rewarded by managing dual company stocks and additionally receives stochastic income, grows. We have calculated the optimal stock price and the optimal stock output that maximize his returns. We have shown that the best strategy is to choose from the set of prices .