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 1 1,525 6 11 15 3,753
Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets 0 0 0 204 2 5 10 1,336
American Capped Call Options on Dividend Paying Assets 0 0 1 159 1 3 14 1,054
American Capped Call Options on Dividend Paying Assets 0 0 0 0 1 2 7 236
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods 0 0 3 751 4 6 17 2,919
American Options on Dividend-Paying Assets 0 0 0 807 1 1 6 3,253
American Options with Discontinuous Two-Level Caps 0 0 0 1 3 3 7 14
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation 0 0 0 906 4 6 19 3,945
American Options: Symmetry Properties 0 0 2 635 4 7 17 2,024
American Step Options 0 0 0 5 2 3 5 32
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 0 0 5 1,777
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 1 3 21 341
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 1 1 313 2 4 7 1,209
BOUD COVENANTS AND THE VALUATION OF RISK DEBT: A NEW APPROACH 0 0 0 1 0 0 2 398
Bounds and Approximations for American Option Values 0 0 0 0 1 1 3 216
Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility 0 0 0 8 1 2 8 18
Dynamic Equilibrium with Liquidity Constraints 0 0 0 258 1 2 7 1,077
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 170 1 1 8 1,273
FINANCIAL INNOVATION, VALUES AND VOLATILITIES WHEN MARKETS ARE INCOMPLETE 0 0 0 0 0 0 3 358
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 353 4 6 14 1,495
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices 0 1 1 456 2 4 12 2,523
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 2 7 742
On American VIX options under the generalized 3/2 and 1/2 models 0 0 0 26 0 1 4 47
Recent Advances in Numerical Methods for Pricing Derivative Securities 0 0 1 1,257 1 1 7 3,326
THE RELEVANCE OF FINANCIAL POLICY 0 0 0 0 1 1 3 288
The Valuation of American Options on Multiple Assets 0 0 1 489 2 4 13 2,082
The Valuation of Volatility Options 0 0 0 932 3 3 8 2,612
The relevance of financial policy 0 0 0 0 4 5 6 27
The relevance of financial policy 0 0 0 0 1 6 13 55
Volatility during the COVID-19 Pandemic 0 0 0 9 1 2 11 32
Wealth-Robust Intertemporal Incentive Contracts 0 0 0 1 2 3 8 192
Total Working Papers 0 4 13 9,476 56 99 299 39,149

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 1,041
A Monte Carlo Method for Optimal Portfolios 0 1 5 284 3 5 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 0 0 3 47 2 7 21 194
Acquisition d’information dans un modèle intertemporel en temps continu 0 0 0 12 0 1 5 83
Aggregation, efficiency and mutual fund separation in incomplete markets 0 0 1 28 1 3 12 389
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 4 16 1,520
American chooser options 0 0 4 128 1 1 14 404
American options with stochastic dividends and volatility: A nonparametric investigation 0 0 0 122 5 6 12 403
American step options 0 0 0 1 3 4 10 24
An optimal stopping problem with a reward constraint 0 0 0 11 2 2 8 58
Asset Prices and Pandemics: The Effects of Lockdowns 0 0 2 9 2 3 10 21
Asset Prices in an Exchange Economy with Habit Formation 0 0 0 314 2 9 15 816
Asset Pricing in a Production Economy with Incomplete Information 0 0 1 201 1 2 9 452
Asset and commodity prices with multi-attribute durable goods 0 0 0 43 2 4 12 230
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium 0 0 0 39 2 2 8 102
Asset pricing with beliefs-dependent risk aversion and learning 0 0 3 88 2 4 41 373
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 2 5 11 59
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 1 2 42 1 3 17 185
Book Reviews 0 0 0 0 0 1 4 6
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS 0 2 2 79 1 4 9 151
Callable barrier reverse convertible securities 0 0 1 2 2 2 7 15
Demande de portefeuille et politique de couverture de risque sous information incomplète 0 0 0 5 1 2 10 76
Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications 0 0 1 75 0 2 19 215
Dynamic Equilibrium with Liquidity Constraints 0 0 0 80 0 1 6 300
Dynamic Noisy Rational Expectations Equilibrium With Insider Information 0 0 1 10 0 1 11 61
Dynamic asset liability management with tolerance for limited shortfalls 0 0 0 128 2 5 10 330
Dynamic equilibrium with insider information and general uninformed agent utility 0 0 0 0 2 3 11 11
Dynamic noisy rational expectations equilibrium with insider information: Welfare and regulation 0 0 1 5 1 2 10 21
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints 0 0 0 1 1 1 20 225
Financial Innovation, Values and Volatilities when Markets Are Incomplete&ast 0 0 0 7 3 4 11 51
Further results on asset pricing with incomplete information 0 0 0 131 0 1 2 233
Generalized optimal stopping problems and financial markets, by Dennis Wong 0 0 0 1 2 3 5 12
Hedging with futures in an intertemporal portfolio context 0 0 0 1 1 1 3 18
Intertemporal Asset Pricing with Heterogeneous Beliefs 1 1 6 537 2 3 11 826
Intertemporal asset allocation: A comparison of methods 0 1 2 75 0 5 10 191
Life-Cycle Finance and the Design of Pension Plans 0 0 0 93 2 3 19 352
Monte Carlo methods for derivatives of options with discontinuous payoffs 0 0 0 65 2 5 6 130
Non-addictive habits: optimal consumption-portfolio policies 0 0 0 59 3 3 12 169
Nonparametric estimation of American options' exercise boundaries and call prices 0 0 0 53 8 8 15 300
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach 0 0 0 0 1 3 14 456
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 3 5 12 159
Optimal Exercise for Derivative Securities 0 1 1 43 3 6 12 179
Optimal Investment under Cost Uncertainty 0 0 0 3 4 6 13 54
Optimal Power Investment and Pandemics: A Micro-Economic Analysis 0 0 0 2 2 3 9 16
Optimal consumption-portfolio choices and retirement planning 0 0 0 212 5 6 10 487
Optimal technology adoption for power generation 0 0 1 9 4 4 14 36
Option listing and stock returns: An empirical analysis 0 0 0 313 0 1 5 680
Portfolio Selection: A Review 0 2 4 68 2 5 11 224
Renewable energy investment under stochastic interest rate with regime-switching volatility 0 0 4 5 4 6 32 38
Representation formulas for Malliavin derivatives of diffusion processes 0 1 1 55 3 6 10 166
The Valuation of American Options for a Class of Diffusion Processes 0 0 1 19 1 1 10 66
The Valuation of American Options on Multiple Assets 1 1 1 23 4 4 9 93
The Valuation of Volatility Options 0 0 1 28 1 2 11 90
The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage 0 0 1 75 2 2 17 224
The relevance of financial policy 0 0 0 26 1 2 7 146
The value of green energy under regulation uncertainty 0 0 1 10 3 3 11 50
Volatility During the COVID-19 Pandemic 0 0 0 0 6 7 7 7
Total Journal Articles 2 12 54 4,865 116 200 689 14,828
1 registered items for which data could not be found
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Statistics updated 2026-05-06