Access Statistics for Jerome Detemple

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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 3,739
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 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 1 1 159 0 1 1 1,041
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 748 0 1 7 2,903
American Options on Dividend-Paying Assets 0 0 0 807 1 2 3 3,249
American Options with Discontinuous Two-Level Caps 0 0 0 1 1 1 1 8
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 0 1 10 3,927
American Options: Symmetry Properties 0 1 1 634 0 1 2 2,008
American Step Options 0 0 0 5 1 1 1 28
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 0 6 0 0 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 1 1 3 1,203
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 0 1 3 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 2 170 1 2 6 1,267
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 0 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 0 3 450
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 1 735
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 0 1 285
The Valuation of American Options on Multiple Assets 0 0 0 488 1 3 8 2,072
The Valuation of Volatility Options 0 0 0 932 0 0 2 2,604
The relevance of financial policy 0 0 0 0 0 0 0 21
The relevance of financial policy 0 0 0 0 0 0 1 42
Volatility during the COVID-19 Pandemic 0 0 0 9 0 1 2 22
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 0 184
Total Working Papers 0 2 7 9,465 6 18 78 38,868

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 0 1 4 1,032
A Monte Carlo Method for Optimal Portfolios 0 2 9 281 0 2 17 612
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 45 0 1 9 174
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 0 1 1 79
Aggregation, efficiency and mutual fund separation in incomplete markets 0 1 1 28 1 2 2 379
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 2 582 0 0 5 1,504
American chooser options 1 2 2 126 4 6 8 396
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 0 1 6 392
American step options 0 0 1 1 1 1 4 15
An optimal stopping problem with a reward constraint 0 0 0 11 0 0 1 50
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 1 7 2 2 5 13
Asset Prices in an Exchange Economy with Habit Formation 0 0 1 314 1 1 3 802
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 2 2 2 220
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 1 2 95
Asset pricing with beliefs-dependent risk aversion and learning 0 1 3 86 1 2 8 334
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 1 1 41 1 2 2 170
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 0 1 2 67
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 74 1 3 8 199
Dynamic Equilibrium with Liquidity Constraints 0 0 2 80 0 0 3 294
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 1 1 2 10 2 3 8 53
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 1 5 321
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 0 1 1 1
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 2 4 0 1 4 12
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 1 7
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 0 2 15
Intertemporal Asset Pricing with Heterogeneous Beliefs 2 3 8 534 2 3 9 818
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 4 93 0 0 10 333
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 1 1 2 125
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 1 1 4 286
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 1 1 2 443
On American VIX options under the generalized 3/2 and 1/2 models 0 0 1 1 0 1 4 13
Optimal Consumption‐Portfolio Policies With Habit Formation1 1 1 3 78 1 2 6 149
Optimal Exercise for Derivative Securities 0 0 3 42 0 1 5 168
Optimal Investment under Cost Uncertainty 0 0 0 3 0 0 2 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 0 3 212 0 0 8 477
Optimal technology adoption for power generation 0 0 0 8 1 1 3 23
Option listing and stock returns: An empirical analysis 0 0 2 313 0 0 5 675
Portfolio Selection: A Review 1 1 7 65 1 1 8 214
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 1 1 2 4 10 10
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 1 3 5 59
The Valuation of American Options on Multiple Assets 0 0 0 22 0 0 2 84
The Valuation of Volatility Options 0 0 1 27 3 4 6 83
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 5 74 0 0 13 207
The relevance of financial policy 0 0 0 26 1 1 1 140
The value of green energy under regulation uncertainty 0 0 1 9 0 0 2 39
Total Journal Articles 6 14 77 4,825 31 59 238 14,198
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Statistics updated 2025-08-05