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 1 1 1 1,525 3 4 8 3,745
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 3 7 8 1,334
American Capped Call Options on Dividend Paying Assets 0 0 0 0 1 4 6 235
American Capped Call Options on Dividend Paying Assets 0 0 1 159 0 5 11 1,051
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 1 3 751 1 5 13 2,914
American Options on Dividend-Paying Assets 0 0 0 807 0 1 5 3,252
American Options with Discontinuous Two-Level Caps 0 0 0 1 0 3 4 11
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 1 9 16 3,940
American Options: Symmetry Properties 0 1 2 635 1 7 11 2,018
American Step Options 0 0 0 5 1 2 3 30
Asset Pricing with Regime-Dependent Preferences and Learning 0 0 1 7 0 6 8 40
Asset and Commodity Prices with Multiattribute Durable Goods 0 0 0 200 0 3 5 1,777
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 1 1 1 313 2 2 5 1,207
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 1 15 19 339
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 2 2 398
Bounds and Approximations for American Option Values 0 0 0 0 0 2 2 215
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 1 4 8 17
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 0 4 5 1,075
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 0 2 8 1,272
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 2 3 358
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 0 3 8 1,489
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 0 0 455 0 3 8 2,519
OPTIMAL CONSUMPTION-PORTFOLIO POLICIES WITH HABIT FORMATION 0 0 0 0 0 4 5 454
OPTION LISTING AND STOCK RETURNS 0 0 0 1 1 3 6 741
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 0 1 3 46
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 1 1 1,257 0 6 6 3,325
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 0 2 3 287
The Valuation of American Options on Multiple Assets 0 0 1 489 1 4 10 2,079
The Valuation of Volatility Options 0 0 0 932 0 3 7 2,609
The relevance of financial policy 0 0 0 0 0 1 1 22
The relevance of financial policy 0 0 0 0 4 7 11 53
Volatility during the COVID-19 Pandemic 0 0 0 9 1 7 10 31
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 1 4 6 190
Total Working Papers 2 5 11 9,474 23 137 234 39,073

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 1 321 1 7 9 1,040
A Monte Carlo Method for Optimal Portfolios 1 2 5 284 2 8 16 624
A Structural Model of Dynamic Market Timing 0 0 0 21 0 2 4 80
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications 0 0 4 47 0 7 16 187
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 1 2 5 83
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 1 28 1 5 10 387
American Capped Call Options on Dividend-Paying Assets 0 0 0 188 0 4 5 884
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 0 582 1 7 15 1,517
American chooser options 0 0 4 128 0 4 15 403
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 1 5 7 398
American step options 0 0 0 1 0 2 7 20
An optimal stopping problem with a reward constraint 0 0 0 11 0 4 7 56
Asset Prices and Pandemics: The Effects of Lockdowns 0 2 2 9 0 4 8 18
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 2 4 8 809
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 201 0 2 7 450
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 2 6 10 228
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 0 3 6 100
Asset pricing with beliefs-dependent risk aversion and learning 0 0 4 88 2 27 41 371
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 1 4 7 55
Asymptotic properties of Monte Carlo estimators of diffusion processes 1 1 2 42 1 6 15 183
Book Reviews 0 0 0 0 1 4 4 6
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 2 2 2 79 3 6 8 150
Callable barrier reverse convertible securities 0 0 1 2 0 2 5 13
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 0 2 8 74
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 75 2 12 22 215
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 1 4 7 300
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 2 10 1 5 13 61
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 1 4 7 326
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 1 5 9 9
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 3 5 0 3 10 19
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 0 18 19 224
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 1 6 8 48
Further results on asset pricing with incomplete information 0 0 0 131 1 1 2 233
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 0 1 0 2 2 9
Hedging with futures in an intertemporal portfolio context 0 0 0 1 0 2 2 17
Intertemporal Asset Pricing with Heterogeneous Beliefs 0 1 8 536 1 4 12 824
Intertemporal asset allocation: A comparison of methods 1 2 2 75 5 9 10 191
Life-Cycle Finance and the Design of Pension Plans 0 0 0 93 1 11 17 350
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 1 1 3 126
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 0 2 9 166
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 0 4 7 292
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 0 6 11 453
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 1 0 4 6 18
Optimal Consumption‐Portfolio Policies With Habit Formation1 0 0 2 78 1 6 9 155
Optimal Exercise for Derivative Securities 0 0 1 42 0 4 7 173
Optimal Investment under Cost Uncertainty 0 0 0 3 1 6 9 49
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 0 5 6 13
Optimal consumption-portfolio choices and retirement planning 0 0 1 212 1 3 7 482
Optimal technology adoption for power generation 0 1 1 9 0 7 10 32
Option listing and stock returns: An empirical analysis 0 0 0 313 0 3 4 679
Portfolio Selection: A Review 2 2 5 68 2 6 9 221
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 4 5 1 17 28 33
Representation formulas for Malliavin derivatives of diffusion processes 1 1 1 55 2 5 6 162
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 19 0 4 9 65
The Valuation of American Options on Multiple Assets 0 0 0 22 0 5 5 89
The Valuation of Volatility Options 0 1 1 28 0 3 9 88
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 1 2 75 0 12 17 222
The relevance of financial policy 0 0 0 26 1 5 6 145
The value of green energy under regulation uncertainty 0 0 1 10 0 5 9 47
Total Journal Articles 8 17 63 4,861 44 326 569 14,672
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Statistics updated 2026-03-04