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 0 1 14 3,754
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 1 1 12 1,339
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 2 751 2 3 19 2,925
American Options on Dividend-Paying Assets 0 2 2 809 1 3 8 3,258
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 1 7 15
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 1 1 19 3,947
American Options: Symmetry Properties 0 0 1 635 0 1 18 2,026
American Step Options 0 0 0 5 0 1 6 34
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 8 1 2 9 43
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 0 6 1,779
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 21 343
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 1 313 0 1 7 1,211
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 1 1 4 400
Bounds and Approximations for American Option Values 0 0 0 0 1 1 5 218
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 0 2 9 20
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 1 2 9 1,079
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 0 0 5 1,274
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 1 1 5 360
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 0 14 1,496
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 1 456 0 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 2 3 10 745
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 0 2 8 51
On the First Hitting Time Problems for Diffusion Processes: Local Time-Space Approach 0 0 0 0 1 3 3 3
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 1 1,257 1 3 11 3,330
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 1 1 7 28
The relevance of financial policy 0 0 0 0 1 1 16 59
Volatility during the COVID-19 Pandemic 0 0 0 9 0 1 11 33
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 7 192
Total Working Papers 0 2 11 9,478 16 38 327 39,214

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 4 13 1,046
A Monte Carlo Method for Optimal Portfolios 0 0 3 284 0 0 15 628
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 4 80
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 1 2 4 50 2 4 24 199
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 1 1 11 391
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 1 8 887
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 582 0 2 18 1,524
American chooser options 0 0 0 128 1 1 7 405
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 1 1 11 404
American step options 0 0 0 1 0 0 9 24
An optimal stopping problem with a reward constraint 0 0 0 11 0 0 8 59
Asset Prices and Pandemics: The Effects of Lockdowns 0 1 3 10 0 1 10 23
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 0 1 15 817
Asset Pricing in a Production Economy with Incomplete Information 0 0 0 201 0 0 10 455
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 0 11 231
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 0 8 103
Asset pricing with beliefs-dependent risk aversion and learning 1 2 3 90 1 3 44 380
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 1 2 13 61
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 1 1 4 81 1 3 12 155
Callable barrier reverse convertible securities 0 0 1 2 0 2 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 0 75 0 1 16 216
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 0 1 6 301
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 0 10 1 1 9 62
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 1 9 331
Dynamic equilibrium with insider information and general uninformed agent utility 0 1 1 1 1 3 13 15
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 5 1 1 10 22
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 0 21 226
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 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 1 1 5 539 1 1 12 830
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 0 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 11 169
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 0 1 6 19
Optimal Consumption‐Portfolio Policies With Habit Formation1 1 1 3 81 3 6 17 166
Optimal Exercise for Derivative Securities 0 0 1 43 2 3 14 182
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 0 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 0 1 6 682
Portfolio Selection: A Review 0 0 4 69 0 0 13 227
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 3 6 0 3 32 44
Representation formulas for Malliavin derivatives of diffusion processes 0 0 1 55 1 1 11 167
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 19 1 4 10 70
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 0 9 92
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 1 75 0 1 17 226
The relevance of financial policy 0 0 0 26 0 0 6 146
The value of green energy under regulation uncertainty 0 0 1 11 0 2 14 54
Volatility During the COVID-19 Pandemic 0 0 0 0 0 0 8 8
Total Journal Articles 5 9 47 4,881 20 63 714 14,941
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Statistics updated 2026-10-11