Jerome Detemple

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Marcel RindisbacherQuestrom School of Business, Boston University確認したメールアドレス: bu.edu
Mark BroadieColumbia Business School確認したメールアドレス: columbia.edu
Rene GarciaProfessor, Université de Montréal確認したメールアドレス: umontreal.ca
Zvi BodieEmeritus Professor, Boston University確認したメールアドレス: bu.edu
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill確認したメールアドレス: unc.edu
Fernando ZapateroProfessor, Finance, Boston University確認したメールアドレス: bu.edu
Tony BerradaProfessor of Finance, University of Geneva確認したメールアドレス: unige.ch
Philippe JorionProfessor of Finance, University of Californa at Irvine確認したメールアドレス: uci.edu
Suresh SundaresanColumbia University確認したメールアドレス: columbia.edu
Carlton-James OsakweMount Royal University確認したメールアドレス: mtroyal.ca
Piero GottardiUniversity of Essex確認したメールアドレス: eui.eu
Ioannis KaratzasProfessor of Mathematics, Columbia University確認したメールアドレス: columbia.edu
Herakles PolemarchakisProfessor, University of Warwick確認したメールアドレス: warwick.ac.uk
Souleymane LAMINOU ABDOUUniversité de Rennes確認したメールアドレス: univ-rennes.fr
Franck MorauxUniversité de Rennes確認したメールアドレス: univ-rennes1.fr
Scott RobertsonAssociate Professor of Finance, Questrom School of Business, Boston University確認したメールアドレス: bu.edu
Avner KalayUniversity of Utah and Tel Aviv University確認したメールアドレス: business.utah.edu
Hao XingBoston University確認したメールアドレス: bu.edu

フォロー

Jerome Detemple

Morton H. and Charlotte Friedman Professor in Finance

確認したメールアドレス: bu.edu - ホームページ

Asset Pricing Portfolio Choice Derivative Securities Energy Markets Numerical


タイトル引用回数順公開年順タイトル順	引用先引用先	年
American Option Valuation: New Bounds, Approximations and a Comparison of Existing Methods M Broadie, J Detemple Review of Financial Studies 9 (4), 1211-1250, 1996	834	1996
Asset Pricing in a Production Economy with Incomplete Information JB Detemple Journal of Finance 41 (2), 383-391, 1986	495	1986
Intertemporal Asset Pricing with Heterogeneous Beliefs J Detemple, S Murthy Journal of Economic Theory 62 (2), 294-320, 1994	466	1994
A Monte-Carlo Method for Optimal Portfolios JB Detemple, R Garcia, M Rindisbacher Journal of Finance 58 (1), 401-446, 2003	396	2003
Asset Prices in an Exchange Economy with Habit Formation JB Detemple, F Zapatero Econometrica 59 (6), 1633-1657, 1991	354	1991
Option Pricing: Valuation Models and Applications M Broadie, JB Detemple Management Science 50 (9), 1145-1177, 2004	342	2004
Option Listing and Stock Returns: An Empirical Analysis J Detemple, P Jorion Journal of Banking and Finance 14, 781-801, 1990	312	1990
The Valuation of American Options on Multiple Assets M Broadie, J Detemple Mathematical Finance 7 (3), 241-285, 1997	309	1997
A General Equilibrium Analysis of Option and Stock Market Interactions J Detemple, L Selden International Economic Review 32 (2), 279-303, 1991	301	1991
Optimal Consumption-Portfolio Choices and Retirement Planning Z Bodie, JB Detemple, S Otruba, S Walter Journal of Economic Dynamics and Control 28 (6), 1115-1148, 2004	231	2004
American-style Derivatives: Valuation and Computation J Detemple Chapman & Hall/CRC, 2005	229	2005
Non-Traded Asset Valuation with Portfolio Constraints: a Binomial Approach J Detemple, S Sundaresan Review of Financial Studies 12 (4), 835-872, 1999	210	1999
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints J Detemple, S Murthy Review of Financial Studies 10 (4), 1133-1174, 1997	192	1997
The Valuation of Volatility Options J Detemple, C Osakwe European Finance Review 4 (1), 21-50, 2000	174	2000
The Valuation of American Options for a Class of Diffusion Processes J Detemple, W Tian Management Science 48 (7), 917-937, 2002	137	2002
American Capped Call Options on Dividend Paying Assets M Broadie, J Detemple Review of Financial Studies 8 (1), 161-191, 1995	129	1995
Dynamic Equilibrium with Liquidity Constraints J Detemple, A Serrat Review of Financial Studies 16 (2), 597-629, 2003	128*	2003
Optimal Consumption-Portfolio Policies with Habit Formation JB Detemple, F Zapatero Mathematical Finance 2 (4), 35-58, 1992	126	1992
American Options with Stochastic Dividends and Volatility: a Nonparametric Investigation M Broadie, J Detemple, E Ghysels, O Torres Journal of Econometrics 94, 53-92, 2000	123	2000
Further Results on Asset Pricing with Incomplete Information JB Detemple Journal of Economic Dynamics and Control 15 (3), 425-453, 1991	123	1991

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