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 1 2 1,524 1 2 6 3,736
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 1 2 1,325
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 0 1 227
American Capped Call Options on Dividend Paying Assets 0 0 0 158 0 0 0 1,040
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 1 747 1 1 4 2,894
American Options on Dividend-Paying Assets 0 0 0 807 0 0 0 3,246
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 0 0 7
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 1 906 1 4 7 3,915
American Options: Symmetry Properties 0 0 2 633 0 1 5 2,006
American Step Options 0 0 0 5 0 0 0 27
Asset Pricing with Regime-Dependent Preferences and Learning 1 1 2 6 1 2 7 28
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 1 1 2 1,772
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 0 320
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 1 213
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 1 8 0 0 3 7
Dynamic Equilibrium with Liquidity Constraints 0 0 0 257 0 0 2 1,066
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 167 0 0 5 1,260
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 1,480
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 0 0 4 2,510
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 0 4 446
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 1 733
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 24 0 0 0 39
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 0 1,256 0 0 0 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 1 1 3 2,064
The Valuation of Volatility Options 0 0 1 932 0 0 1 2,602
The relevance of financial policy 0 0 0 0 0 0 0 41
The relevance of financial policy 0 0 0 0 0 1 2 21
Volatility during the COVID-19 Pandemic 0 1 9 9 0 2 19 19
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 3 184
Total Working Papers 1 3 19 9,456 6 17 84 38,779


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 0 319 1 2 6 1,028
A Monte Carlo Method for Optimal Portfolios 1 3 8 272 1 7 17 594
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 0 76
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 0 0 39 0 0 1 164
Acquisition d’information dans un modèle intertemporel en temps continu 1 1 1 12 2 2 2 78
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 0 27 0 0 0 376
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 0 0 878
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 1 4 579 1 2 6 1,498
American chooser options 0 1 1 124 0 1 4 388
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 1 122 0 1 5 385
American step options 0 0 0 0 0 0 0 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 5 6 0 1 7 8
Asset Prices in an Exchange Economy with Habit Formation 1 1 2 313 1 5 12 799
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 198 0 0 3 441
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 1 1 2 218
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 1 1 93
Asset pricing with beliefs-dependent risk aversion and learning 1 2 11 83 3 6 23 326
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 2 2 48
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 0 40 0 0 2 168
Book Reviews 0 0 0 0 0 0 0 1
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 0 0 77 0 0 1 142
Callable barrier reverse convertible securities 0 0 1 1 0 0 2 5
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 3 73 0 1 4 190
Dynamic Equilibrium with Liquidity Constraints 0 0 2 78 0 0 4 291
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 1 8 2 2 8 43
Dynamic asset liability management with tolerance for limited shortfalls 0 0 3 128 0 0 3 315
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 0 1 0 0 3 6
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 1 3 204
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 0 2 35
Further results on asset pricing with incomplete information 0 0 0 131 0 0 1 229
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 1 1 13
Intertemporal Asset Pricing with Heterogeneous Beliefs 2 7 10 525 2 7 11 807
Intertemporal asset allocation: A comparison of methods 0 0 0 73 0 0 1 181
Life-Cycle Finance and the Design of Pension Plans 0 0 1 88 0 0 4 320
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 0 0 156
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 0 1 281
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 2 4 439
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 0 0 0 1 9
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 0 2 75 0 1 6 143
Optimal Exercise for Derivative Securities 0 0 0 39 1 1 1 163
Optimal Investment under Cost Uncertainty 0 0 0 3 0 0 1 38
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 0 0 7
Optimal consumption-portfolio choices and retirement planning 0 1 2 209 0 1 7 468
Optimal technology adoption for power generation 0 0 2 8 0 0 5 19
Option listing and stock returns: An empirical analysis 0 0 1 310 0 1 5 669
Portfolio Selection: A Review 1 2 8 55 3 7 31 202
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 0 0 2 154
The Valuation of American Options for a Class of Diffusion Processes 0 0 0 17 0 0 0 54
The Valuation of American Options on Multiple Assets 0 0 0 22 0 0 0 81
The Valuation of Volatility Options 0 2 3 24 0 5 12 74
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 1 2 6 69 1 2 18 193
The relevance of financial policy 0 0 0 26 0 1 1 139
The value of green energy under regulation uncertainty 0 0 2 8 0 2 5 37
Total Journal Articles 8 24 81 4,737 19 66 241 13,927


Statistics updated 2024-06-06