Access Statistics for Jerome Detemple

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte-Carlo Method for Optimal Portfolios 0 0 0 1,524 0 1 2 3,738
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 1 1 2 1,327
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 0 2 229
American Capped Call Options on Dividend Paying Assets 0 0 0 158 0 0 0 1,040
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 1 748 0 1 8 2,902
American Options on Dividend-Paying Assets 0 0 0 807 0 0 1 3,247
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 0 0 7
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 1 3 12 3,927
American Options: Symmetry Properties 0 0 0 633 0 0 1 2,007
American Step Options 0 0 0 5 0 0 0 27
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 0 6 0 1 5 33
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 0 0 1,772
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 0 320
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 312 0 0 2 1,202
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 0 396
Bounds and Approximations for American Option Values 0 0 0 0 0 0 0 213
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 1 2 4 11
Dynamic Equilibrium with Liquidity Constraints 0 0 1 258 0 0 4 1,070
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 3 170 0 1 5 1,265
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 0 1 355
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 0 1 1,481
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 0 0 1 2,511
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 1 4 450
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 2 735
On American VIX options under the generalized 3/2 and 1/2 models 0 0 2 26 0 0 4 43
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 0 1,256 0 0 2 3,319
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 1 1 285
The Valuation of American Options on Multiple Assets 0 0 0 488 1 1 6 2,070
The Valuation of Volatility Options 0 0 0 932 0 2 2 2,604
The relevance of financial policy 0 0 0 0 0 0 1 42
The relevance of financial policy 0 0 0 0 0 0 0 21
Volatility during the COVID-19 Pandemic 0 0 0 9 0 0 2 21
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 0 184
Total Working Papers 0 0 7 9,463 4 15 75 38,854

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Analysis of Option and Stock Market Interactions 0 0 1 320 1 1 4 1,032
A Monte Carlo Method for Optimal Portfolios 0 0 7 279 0 2 16 610
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 0 76
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 1 5 44 0 2 9 173
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 1 1 1 79
Aggregation, efficiency and mutual fund separation in incomplete markets 1 1 1 28 1 1 2 378
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 0 1 879
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 3 582 0 2 6 1,504
American chooser options 1 1 1 125 1 3 3 391
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 1 1 7 392
American step options 0 0 1 1 0 1 3 14
An optimal stopping problem with a reward constraint 0 0 0 11 0 1 1 50
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 1 7 0 1 3 11
Asset Prices in an Exchange Economy with Habit Formation 0 0 1 314 0 0 2 801
Asset Pricing in a Production Economy with Incomplete Information 0 0 2 200 0 0 2 443
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 0 0 218
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 0 1 94
Asset pricing with beliefs-dependent risk aversion and learning 0 1 2 85 0 2 6 332
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 0 0 48
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 0 40 0 0 0 168
Book Reviews 0 0 0 0 0 0 1 2
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 0 0 77 0 0 0 142
Callable barrier reverse convertible securities 0 0 0 1 0 0 3 8
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 1 1 2 67
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 74 1 4 7 197
Dynamic Equilibrium with Liquidity Constraints 0 0 2 80 0 1 3 294
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 1 1 9 0 2 7 50
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 1 5 320
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 1 1 1 1
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 2 3 4 0 2 5 11
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 0 1 205
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 0 5 40
Further results on asset pricing with incomplete information 0 0 0 131 0 0 2 231
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 1 1 0 0 2 7
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 0 2 15
Intertemporal Asset Pricing with Heterogeneous Beliefs 0 3 6 531 0 3 8 815
Intertemporal asset allocation: A comparison of methods 0 0 0 73 0 0 0 181
Life-Cycle Finance and the Design of Pension Plans 0 0 5 93 0 0 13 333
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 1 1 124
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 0 0 1 157
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 0 4 285
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 0 3 442
On American VIX options under the generalized 3/2 and 1/2 models 0 0 1 1 0 0 3 12
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 1 2 77 0 1 4 147
Optimal Exercise for Derivative Securities 0 1 3 42 0 1 4 167
Optimal Investment under Cost Uncertainty 0 0 0 3 0 1 3 41
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 0 0 7
Optimal consumption-portfolio choices and retirement planning 0 1 3 212 0 2 9 477
Optimal technology adoption for power generation 0 0 0 8 0 0 3 22
Option listing and stock returns: An empirical analysis 0 0 3 313 0 0 6 675
Portfolio Selection: A Review 0 1 9 64 0 1 11 213
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 1 1 0 1 6 6
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 0 0 2 156
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 18 0 0 2 56
The Valuation of American Options on Multiple Assets 0 0 0 22 0 0 3 84
The Valuation of Volatility Options 0 0 3 27 1 1 6 80
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 1 5 74 0 2 14 207
The relevance of financial policy 0 0 0 26 0 0 0 139
The value of green energy under regulation uncertainty 0 0 1 9 0 1 2 39
Total Journal Articles 2 15 76 4,813 9 45 221 14,148
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06