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 0 14 3,753
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 2 11 1,338
American Capped Call Options on Dividend Paying Assets 0 0 0 159 0 0 13 1,054
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 0 7 236
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 3 751 0 3 19 2,922
American Options on Dividend-Paying Assets 1 1 1 808 1 3 7 3,256
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 0 6 14
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 1 2 18 2,026
American Step Options 0 0 0 5 0 1 5 33
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 2 8 0 0 8 41
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 2 7 1,779
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 2 23 343
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 1 313 1 2 8 1,211
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 1 3 399
Bounds and Approximations for American Option Values 0 0 0 0 0 1 4 217
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 1 1 8 19
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 0 0 7 1,077
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 0 1 7 1,274
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 1 4 359
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 1 15 1,496
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 1 456 0 1 13 2,524
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 0 4 454
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 0 7 742
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 1 3 7 50
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 1 1,257 0 1 8 3,327
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 1 1 11 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 0 6 27
The relevance of financial policy 0 0 0 0 0 3 16 58
Volatility during the COVID-19 Pandemic 0 0 0 9 0 0 10 32
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 8 192
Total Working Papers 1 1 12 9,477 6 33 314 39,182

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 2 3 12 1,044
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 1 2 4 49 1 2 22 196
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 11 390
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 1 7 886
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 582 0 2 18 1,522
American chooser options 0 0 2 128 0 0 8 404
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 0 0 2 9 0 1 9 22
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 0 0 14 816
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 201 0 3 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 0 0 2 88 1 5 44 378
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 1 1 12 60
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 1 42 0 1 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 1 3 80 1 2 11 153
Callable barrier reverse convertible securities 0 0 1 2 2 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 1 1 17 216
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 0 0 6 300
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 1 1 10 331
Dynamic equilibrium with insider information and general uninformed agent utility 1 1 1 1 2 3 13 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 0 0 11 51
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 1 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 3 11 829
Intertemporal asset allocation: A comparison of methods 0 0 2 75 0 2 12 193
Life-Cycle Finance and the Design of Pension Plans 0 0 0 93 0 4 23 356
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 1 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 1 14 457
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 1 0 0 5 18
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 1 2 80 2 3 13 162
Optimal Exercise for Derivative Securities 0 0 1 43 0 0 11 179
Optimal Investment under Cost Uncertainty 0 0 0 3 0 1 14 55
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 0 9 16
Optimal consumption-portfolio choices and retirement planning 0 0 0 212 1 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 6 681
Portfolio Selection: A Review 0 1 4 69 0 3 13 227
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 1 5 6 1 4 32 42
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 1 1 8 67
The Valuation of American Options on Multiple Assets 0 0 1 23 0 2 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 0 1 18 225
The relevance of financial policy 0 0 0 26 0 0 6 146
The value of green energy under regulation uncertainty 0 1 2 11 1 3 14 53
Volatility During the COVID-19 Pandemic 0 0 0 0 0 1 8 8
Total Journal Articles 2 9 49 4,874 20 70 700 14,898
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Statistics updated 2026-08-07