DisplayLink Forum - Debian 9 (stretch) Kernel 4.9.0-3-amd64 not working

I tried to install the driver version 1.3.52 on Debian 9 (stretch) kernel 4.9.0-3-amd64 like this

Code:

$ sudo ./displaylink-driver-1.3.52.run

but I get following error

Code:

Verifying archive integrity... All good.

Uncompressing DisplayLink Linux Driver 1.3.52  100%  

DisplayLink Linux Software 1.3.52 install script called: install

Distribution discovered: Debian GNU/Linux 9.0 (stretch)

Unsatisfied dependencies. Missing component: Linux headers for running kernel, 4.9.0-3-amd64.

This is a fatal error, cannot install DisplayLink Linux Software.

Of course I checked whether the Linux headers are there

Code:

$ sudo apt-get install linux-headers-4.9.0-3-amd64

and indeed they are already installed.

Am I missing something here?