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 8 15 3,753
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 2 4 11 1,338
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 1 7 236
American Capped Call Options on Dividend Paying Assets 0 0 1 159 0 3 14 1,054
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 3 751 2 7 19 2,921
American Options on Dividend-Paying Assets 0 0 0 807 1 2 7 3,254
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 3 7 14
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 0 5 18 3,945
American Options: Symmetry Properties 0 0 2 635 1 7 18 2,025
American Step Options 0 0 0 5 1 3 6 33
Asset Pricing with Regime-Dependent Preferences and Learning 0 1 2 8 0 1 8 41
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 2 2 7 1,779
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 1 313 0 2 7 1,209
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 2 4 23 343
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 1 1 3 399
Bounds and Approximations for American Option Values 0 0 0 0 1 2 4 217
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 0 1 7 18
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 0 2 7 1,077
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 1 2 9 1,274
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 1 1 4 359
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 6 14 1,495
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 1 1 456 1 5 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 1 7 742
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 1 2 5 48
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 1 1,257 0 1 7 3,326
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 1 3 288
The Valuation of American Options on Multiple Assets 0 0 1 489 0 3 12 2,082
The Valuation of Volatility Options 0 0 0 932 0 3 8 2,612
The relevance of financial policy 0 0 0 0 2 4 15 57
The relevance of financial policy 0 0 0 0 0 5 6 27
Volatility during the COVID-19 Pandemic 0 0 0 9 0 1 11 32
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 2 8 192
Total Working Papers 0 2 13 9,476 19 95 314 39,168

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 2 10 1,042
A Monte Carlo Method for Optimal Portfolios 0 0 5 284 0 3 17 627
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 4 80
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 1 1 4 48 1 8 22 195
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 2 11 389
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 1 6 885
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 582 2 5 18 1,522
American chooser options 0 0 3 128 0 1 13 404
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 0 5 11 403
American step options 0 0 0 1 0 4 10 24
An optimal stopping problem with a reward constraint 0 0 0 11 0 2 8 58
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 2 9 1 4 11 22
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 0 7 15 816
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 201 3 5 12 455
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 2 12 230
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 2 8 102
Asset pricing with beliefs-dependent risk aversion and learning 0 0 3 88 1 3 42 374
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 4 11 59
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 2 42 1 3 18 186
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 3 80 1 2 10 152
Callable barrier reverse convertible securities 0 0 1 2 0 2 7 15
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 0 2 9 76
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 75 0 0 18 215
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 0 0 6 300
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 1 10 0 0 11 61
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 4 10 330
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 1 3 11 12
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 5 0 2 10 21
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 1 20 225
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 3 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 0 3 5 12
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 1 3 18
Intertemporal Asset Pricing with Heterogeneous Beliefs 0 1 6 537 2 4 13 828
Intertemporal asset allocation: A comparison of methods 0 0 2 75 2 2 12 193
Life-Cycle Finance and the Design of Pension Plans 0 0 0 93 2 4 21 354
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 4 6 130
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 0 3 12 169
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 8 15 300
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 1 4 15 457
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 1 0 0 6 18
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 1 2 79 0 4 12 159
Optimal Exercise for Derivative Securities 0 1 1 43 0 6 12 179
Optimal Investment under Cost Uncertainty 0 0 0 3 1 6 14 55
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 3 9 16
Optimal consumption-portfolio choices and retirement planning 0 0 0 212 0 5 10 487
Optimal technology adoption for power generation 0 0 1 9 0 4 14 36
Option listing and stock returns: An empirical analysis 0 0 0 313 1 2 6 681
Portfolio Selection: A Review 1 1 5 69 1 4 12 225
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 4 5 1 6 33 39
Representation formulas for Malliavin derivatives of diffusion processes 0 0 1 55 0 4 10 166
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 19 0 1 10 66
The Valuation of American Options on Multiple Assets 0 1 1 23 2 6 11 95
The Valuation of Volatility Options 0 0 1 28 0 2 10 90
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 1 75 1 3 18 225
The relevance of financial policy 0 0 0 26 0 1 7 146
The value of green energy under regulation uncertainty 1 1 2 11 2 5 13 52
Volatility During the COVID-19 Pandemic 0 0 0 0 0 6 7 7
Total Journal Articles 4 8 56 4,869 28 183 708 14,856
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Statistics updated 2026-06-04