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 0 1,524 0 1 4 3,741
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 0 0 2 1,327
American Capped Call Options on Dividend Paying Assets 0 0 1 159 1 3 6 1,046
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 2 3 231
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 2 2 750 0 5 11 2,909
American Options on Dividend-Paying Assets 0 0 0 807 0 2 5 3,251
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 0 1 8
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 1 4 9 3,931
American Options: Symmetry Properties 0 0 1 634 2 3 5 2,011
American Step Options 0 0 0 5 0 0 1 28
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 7 0 0 5 34
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 1 2 2 1,774
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 312 1 2 4 1,205
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 1 2 4 324
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 0 213
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 2 2 5 13
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 0 1 3 1,071
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 2 170 1 2 9 1,270
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 1 2 356
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 3 4 5 1,486
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 2 5 6 2,516
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 0 1 450
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 3 4 738
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 0 2 2 45
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 0 1,256 0 0 0 3,319
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 0 1 285
The Valuation of American Options on Multiple Assets 1 1 1 489 1 2 9 2,075
The Valuation of Volatility Options 0 0 0 932 2 2 4 2,606
The relevance of financial policy 0 0 0 0 2 4 4 46
The relevance of financial policy 0 0 0 0 0 0 0 21
Volatility during the COVID-19 Pandemic 0 0 0 9 2 2 3 24
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 1 2 186
Total Working Papers 1 3 8 9,469 23 57 122 38,936

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 0 320 0 0 3 1,033
A Monte Carlo Method for Optimal Portfolios 1 1 5 282 2 4 14 616
A Structural Model of Dynamic Market Timing 0 0 0 21 2 2 2 78
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 2 6 47 2 6 11 180
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 0 2 3 81
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 1 28 1 2 5 382
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 1 1 2 880
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 1 582 1 6 9 1,510
American chooser options 0 1 4 128 1 2 11 399
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 0 1 7 393
American step options 0 0 0 1 3 3 6 18
An optimal stopping problem with a reward constraint 0 0 0 11 0 2 3 52
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 0 7 1 1 5 14
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 2 3 4 805
Asset Pricing in a Production Economy with Incomplete Information 0 1 2 201 1 5 6 448
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 1 2 4 222
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 1 2 3 97
Asset pricing with beliefs-dependent risk aversion and learning 0 1 5 88 6 8 16 344
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 3 3 51
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 1 41 2 7 9 177
Book Reviews 0 0 0 0 0 0 1 2
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 0 0 77 0 1 2 144
Callable barrier reverse convertible securities 1 1 1 2 2 3 4 11
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 1 5 7 72
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 1 1 75 2 4 11 203
Dynamic Equilibrium with Liquidity Constraints 0 0 1 80 1 1 4 296
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 2 10 1 3 9 56
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 0 1 5 322
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 1 2 4 4
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 1 1 3 5 4 4 7 16
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 1 1 1 206
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 2 2 42
Further results on asset pricing with incomplete information 0 0 0 131 0 1 2 232
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 0 1 0 0 0 7
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 0 0 15
Intertemporal Asset Pricing with Heterogeneous Beliefs 1 1 9 535 1 2 10 820
Intertemporal asset allocation: A comparison of methods 0 0 0 73 1 1 1 182
Life-Cycle Finance and the Design of Pension Plans 0 0 2 93 3 4 11 339
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 0 0 2 125
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 3 7 8 164
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 1 2 5 288
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 2 4 5 447
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 1 1 1 2 14
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 0 3 78 0 0 5 149
Optimal Exercise for Derivative Securities 0 0 1 42 0 1 4 169
Optimal Investment under Cost Uncertainty 0 0 0 3 2 2 4 43
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 1 1 1 8
Optimal consumption-portfolio choices and retirement planning 0 0 2 212 2 2 7 479
Optimal technology adoption for power generation 0 0 0 8 1 2 3 25
Option listing and stock returns: An empirical analysis 0 0 0 313 0 1 3 676
Portfolio Selection: A Review 1 1 5 66 1 1 6 215
Renewable energy investment under stochastic interest rate with regime-switching volatility 2 3 4 5 3 5 12 16
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 1 1 3 157
The Valuation of American Options for a Class of Diffusion Processes 0 1 1 19 0 1 5 61
The Valuation of American Options on Multiple Assets 0 0 0 22 0 0 1 84
The Valuation of Volatility Options 0 0 0 27 1 2 6 85
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 1 74 1 3 10 210
The relevance of financial policy 0 0 0 26 0 0 1 140
The value of green energy under regulation uncertainty 0 1 1 10 1 3 4 42
Total Journal Articles 7 16 62 4,844 66 136 304 14,346
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Statistics updated 2025-12-06