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 1,524 0 0 3 3,737
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 1 1 2 1,326
American Capped Call Options on Dividend Paying Assets 0 0 0 158 0 0 0 1,040
American Capped Call Options on Dividend Paying Assets 0 0 0 0 0 1 2 229
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 1 748 0 3 8 2,901
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 0 906 1 2 13 3,923
American Options: Symmetry Properties 0 0 0 633 0 0 1 2,006
American Step Options 0 0 0 5 0 0 0 27
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 6 2 2 5 31
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 0 1 1,772
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 0 320
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 312 0 1 1 1,201
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 0 1 2 9
Dynamic Equilibrium with Liquidity Constraints 0 0 1 258 0 1 3 1,069
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 2 3 170 0 2 3 1,263
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 1 1 1 355
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 0 1 1,481
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 0 0 0 2,510
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 1 4 449
OPTION LISTING AND STOCK RETURNS 0 0 0 1 0 1 3 735
On American VIX options under the generalized 3/2 and 1/2 models 0 1 2 26 0 1 4 43
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 0 1,256 0 0 2 3,319
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 3 5 2,068
The Valuation of Volatility Options 0 0 0 932 0 0 0 2,602
The relevance of financial policy 0 0 0 0 0 0 1 42
The relevance of financial policy 0 0 0 0 0 0 1 21
Volatility during the COVID-19 Pandemic 0 0 2 9 0 0 5 21
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 0 0 1 184
Total Working Papers 0 3 11 9,463 5 21 72 38,830


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 1 1 320 0 3 5 1,031
A Monte Carlo Method for Optimal Portfolios 0 3 10 279 2 7 23 608
A Structural Model of Dynamic Market Timing 0 0 0 21 0 0 0 76
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 1 2 3 42 1 4 6 170
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 1 12 0 0 2 78
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 0 27 0 0 1 377
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 1 1 1 879
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 1 5 582 0 1 7 1,502
American chooser options 0 0 1 124 0 0 1 388
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 1 2 6 388
American step options 0 0 1 1 0 1 2 13
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 1 7 0 1 3 10
Asset Prices in an Exchange Economy with Habit Formation 0 0 2 314 0 0 7 801
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 199 0 0 1 442
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 0 0 2 218
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 0 2 94
Asset pricing with beliefs-dependent risk aversion and learning 0 0 2 83 1 1 9 329
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 0 2 48
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 0 40 0 0 0 168
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 0 142
Callable barrier reverse convertible securities 0 0 0 1 0 1 2 7
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 0 1 1 66
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 2 74 0 1 5 193
Dynamic Equilibrium with Liquidity Constraints 0 0 1 79 0 0 2 292
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 0 8 1 1 8 48
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 2 2 4 319
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 2 0 0 3 9
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 0 2 205
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 0 0 6 40
Further results on asset pricing with incomplete information 0 0 0 131 0 0 1 230
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 1 1 0 0 2 7
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 1 3 15
Intertemporal Asset Pricing with Heterogeneous Beliefs 1 2 11 528 1 2 13 812
Intertemporal asset allocation: A comparison of methods 0 0 0 73 0 0 0 181
Life-Cycle Finance and the Design of Pension Plans 0 3 6 93 0 5 13 332
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 1 1 1 157
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 1 1 3 284
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 1 5 442
On American VIX options under the generalized 3/2 and 1/2 models 0 0 1 1 0 0 3 12
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 0 0 75 0 0 2 144
Optimal Exercise for Derivative Securities 0 1 2 41 0 1 3 165
Optimal Investment under Cost Uncertainty 0 0 0 3 0 0 1 39
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 3 211 1 2 7 474
Optimal technology adoption for power generation 0 0 0 8 0 0 3 22
Option listing and stock returns: An empirical analysis 0 1 3 313 0 3 6 674
Portfolio Selection: A Review 0 2 11 63 1 3 19 212
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 1 1 0 1 4 4
Representation formulas for Malliavin derivatives of diffusion processes 0 0 0 54 0 0 0 154
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 18 0 0 2 56
The Valuation of American Options on Multiple Assets 0 0 0 22 1 1 3 84
The Valuation of Volatility Options 0 0 6 27 0 0 12 79
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 7 73 0 6 14 204
The relevance of financial policy 0 0 0 26 0 0 1 139
The value of green energy under regulation uncertainty 0 0 2 9 0 0 4 38
Total Journal Articles 3 17 87 4,793 15 55 238 14,081
1 registered items for which data could not be found


Statistics updated 2025-02-05