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 1 1,525 1 1 14 3,754
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 0 11 1,338
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 0 7 236
American Capped Call Options on Dividend Paying Assets 0 0 0 159 0 0 11 1,054
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 3 751 1 2 19 2,923
American Options on Dividend-Paying Assets 1 2 2 809 1 3 8 3,257
American Options with Discontinuous Two-Level Caps 0 0 0 1 1 1 7 15
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 0 1 19 3,946
American Options: Symmetry Properties 0 0 1 635 0 1 18 2,026
American Step Options 0 0 0 5 1 1 6 34
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 8 1 1 8 42
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 0 7 1,779
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 1 313 0 2 8 1,211
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 21 343
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 3 399
Bounds and Approximations for American Option Values 0 0 0 0 0 0 4 217
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 1 2 9 20
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 1 1 8 1,078
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 0 0 6 1,274
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 0 4 359
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 1 14 1,496
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 1 456 1 1 14 2,525
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 0 4 454
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 1 8 743
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 1 3 8 51
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 1 1,257 2 3 10 3,329
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 0 3 288
The Valuation of American Options on Multiple Assets 0 0 1 489 0 1 10 2,083
The Valuation of Volatility Options 0 0 0 932 0 0 8 2,612
The relevance of financial policy 0 0 0 0 0 1 16 58
The relevance of financial policy 0 0 0 0 0 0 6 27
Volatility during the COVID-19 Pandemic 0 0 0 9 1 1 11 33
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 7 192
Total Working Papers 1 2 12 9,478 14 28 317 39,196

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 1 321 1 3 12 1,045
A Monte Carlo Method for Optimal Portfolios 0 0 3 284 0 1 16 628
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 4 80
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 1 4 49 1 2 23 197
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 0 0 4 83
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 0 28 0 1 10 390
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 1 2 8 887
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 582 2 2 20 1,524
American chooser options 0 0 1 128 0 0 7 404
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 0 0 11 403
American step options 0 0 0 1 0 0 9 24
An optimal stopping problem with a reward constraint 0 0 0 11 0 1 9 59
Asset Prices and Pandemics: The Effects of Lockdowns 1 1 3 10 1 1 10 23
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 1 1 15 817
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 201 0 0 12 455
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 1 11 231
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 1 8 103
Asset pricing with beliefs-dependent risk aversion and learning 1 1 2 89 1 5 43 379
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 1 12 60
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 1 42 0 0 16 186
Book Reviews 0 0 0 0 0 0 4 6
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 0 3 80 1 2 11 154
Callable barrier reverse convertible securities 0 0 1 2 0 3 10 18
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 0 0 9 76
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 75 0 1 17 216
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 1 1 6 301
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 0 10 0 0 8 61
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 1 10 331
Dynamic equilibrium with insider information and general uninformed agent utility 0 1 1 1 0 2 12 14
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 5 0 0 9 21
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 1 21 226
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 2 2 13 53
Further results on asset pricing with incomplete information 0 0 0 131 0 0 2 233
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 0 1 0 1 6 13
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 0 3 18
Intertemporal Asset Pricing with Heterogeneous Beliefs 0 1 4 538 0 1 11 829
Intertemporal asset allocation: A comparison of methods 0 0 2 75 0 0 12 193
Life-Cycle Finance and the Design of Pension Plans 0 0 0 93 0 2 21 356
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 1 6 131
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 0 0 12 169
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 0 14 300
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 0 14 457
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 1 1 1 6 19
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 1 2 80 1 4 14 163
Optimal Exercise for Derivative Securities 0 0 1 43 1 1 12 180
Optimal Investment under Cost Uncertainty 0 0 0 3 0 0 14 55
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 1 1 10 17
Optimal consumption-portfolio choices and retirement planning 0 0 0 212 0 1 11 488
Optimal technology adoption for power generation 0 0 1 9 0 0 13 36
Option listing and stock returns: An empirical analysis 0 0 0 313 1 1 7 682
Portfolio Selection: A Review 0 0 4 69 0 2 13 227
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 1 4 6 2 5 33 44
Representation formulas for Malliavin derivatives of diffusion processes 0 0 1 55 0 0 10 166
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 19 2 3 9 69
The Valuation of American Options on Multiple Assets 0 0 1 23 0 0 11 95
The Valuation of Volatility Options 0 0 1 28 0 2 9 92
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 1 75 1 1 19 226
The relevance of financial policy 0 0 0 26 0 0 6 146
The value of green energy under regulation uncertainty 0 0 2 11 1 2 15 54
Volatility During the COVID-19 Pandemic 0 0 0 0 0 1 8 8
Total Journal Articles 2 7 48 4,876 23 65 711 14,921
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Statistics updated 2026-09-10