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 1,522 0 0 2 3,730
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 0 0 1,323
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 0 0 226
American Capped Call Options on Dividend Paying Assets 0 0 0 158 0 1 1 1,040
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 2 746 0 2 5 2,890
American Options on Dividend-Paying Assets 0 1 1 807 0 1 1 3,245
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 0 1 7
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 3 905 0 0 8 3,908
American Options: Symmetry Properties 1 1 3 631 2 3 7 2,001
American Step Options 0 0 0 5 0 0 0 27
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 4 0 0 1 21
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 0 1 1,770
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 312 0 0 0 1,200
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 1 320
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 0 212
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 2 6 6 0 2 3 3
Dynamic Equilibrium with Liquidity Constraints 0 0 0 257 0 0 0 1,064
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 2 167 0 1 3 1,255
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 0 0 354
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 0 2 1,478
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 0 0 0 2,506
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 1 2 4 442
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 0 732
On American VIX options under the generalized 3/2 and 1/2 models 0 0 1 24 0 0 1 39
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 2 1,256 0 1 4 3,317
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 0 0 284
The Valuation of American Options on Multiple Assets 0 0 0 488 0 0 0 2,060
The Valuation of Volatility Options 0 0 0 930 0 0 0 2,600
The relevance of financial policy 0 0 0 0 0 0 1 41
The relevance of financial policy 0 0 0 0 0 0 0 19
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 0 181
Total Working Papers 1 4 22 9,435 3 13 46 38,691

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 1 1 2 319 1 1 9 1,022
A Monte Carlo Method for Optimal Portfolios 0 0 0 264 0 2 8 577
A Structural Model of Dynamic Market Timing 0 0 0 20 0 0 0 75
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 2 6 38 0 3 10 162
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 11 0 0 1 76
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 0 27 2 2 2 376
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 1 2 878
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 2 575 0 2 10 1,492
American chooser options 0 0 4 123 1 1 6 383
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 121 0 0 1 379
American step options 0 0 0 0 1 1 1 11
An optimal stopping problem with a reward constraint 0 0 0 11 0 0 0 49
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 0 0 0 0 0 0
Asset Prices in an Exchange Economy with Habit Formation 1 1 6 309 1 3 14 784
Asset Pricing in a Production Economy with Incomplete Information 0 1 5 196 0 1 7 437
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 0 1 214
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 0 0 92
Asset pricing with beliefs-dependent risk aversion and learning 0 1 13 72 3 14 58 301
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 1 2 2 46
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 0 40 0 0 2 166
Book Reviews 0 0 0 0 0 0 0 1
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 1 2 2 77 1 3 4 141
Callable barrier reverse convertible securities 0 0 0 0 0 0 1 2
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 0 0 0 65
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 1 1 70 0 1 2 186
Dynamic Equilibrium with Liquidity Constraints 0 0 1 76 0 1 5 287
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 1 7 0 3 10 35
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 125 0 1 3 312
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 1 1 2 3 3
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 0 1 201
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 1 1 1 33
Further results on asset pricing with incomplete information 1 1 2 131 2 2 3 228
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 0 0 0 0 0 5
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 0 0 12
Intertemporal Asset Pricing with Heterogeneous Beliefs 1 1 4 515 1 1 9 795
Intertemporal asset allocation: A comparison of methods 0 0 0 73 0 0 0 180
Life-Cycle Finance and the Design of Pension Plans 0 1 1 86 2 5 10 315
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 0 0 123
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 0 1 1 156
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 0 0 280
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 0 2 435
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 0 0 0 0 8
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 0 4 73 0 2 7 137
Optimal Exercise for Derivative Securities 0 1 3 39 0 1 5 162
Optimal Investment under Cost Uncertainty 0 0 0 3 0 0 1 37
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 0 0 7
Optimal consumption-portfolio choices and retirement planning 1 1 1 207 1 2 3 460
Optimal technology adoption for power generation 1 1 6 6 2 2 14 14
Option listing and stock returns: An empirical analysis 0 0 1 309 1 1 2 664
Portfolio Selection: A Review 1 1 2 46 5 17 35 163
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 1 1 2 152
The Valuation of American Options for a Class of Diffusion Processes 0 0 0 17 0 0 2 54
The Valuation of American Options on Multiple Assets 0 0 1 22 0 0 2 81
The Valuation of Volatility Options 0 0 3 21 0 2 6 61
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 2 6 24 63 2 10 47 172
The relevance of financial policy 0 0 0 26 0 0 0 138
The value of green energy under regulation uncertainty 1 2 2 6 1 2 6 31
Total Journal Articles 11 24 98 4,648 31 94 321 13,656

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Statistics updated 2023-05-07