Jérôme Detemple

Available identifiers

zbMath Open detemple.jerome-bMaRDI QIDQ951518

List of research outcomes

Publication	Date of Publication	Type
Dynamic equilibrium with insider information and general uninformed agent utility	2025-01-20	Paper
Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation	2022-08-31	Paper
Dynamic Noisy Rational Expectations Equilibrium With Insider Information	2021-06-07	Paper
American step options	2020-01-08	Paper
On American VIX options under the generalized 3/2 and 1/2 models	2018-05-25	Paper
American Options with Discontinuous Two-Level Caps	2018-04-16	Paper
Asymptotic properties of Monte Carlo estimators of diffusion processes	2016-05-02	Paper
Portfolio selection: a review	2014-06-30	Paper
An optimal stopping problem with a reward constraint	2012-11-15	Paper
Asymptotic Properties of Monte Carlo Estimators of Derivatives	2012-02-21	Paper
The Valuation of American Options for a Class of Diffusion Processes	2012-02-19	Paper
Portfolio Optimization	2012-01-10	Paper
Diffusion Models of Asset Prices	2012-01-10	Paper
American chooser options	2009-08-07	Paper
Monte Carlo methods for derivatives of options with discontinuous payoffs	2009-05-29	Paper
Dynamic asset liability management with tolerance for limited shortfalls	2009-01-16	Paper
Optimal consumption-portfolio choices and retirement planning	2008-10-24	Paper
Representation formulas for Malliavin derivatives of diffusion processes	2006-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q5200620	2006-04-07	Paper
CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS	2005-10-27	Paper
The valuation of American call options on the minimum of two dividend-paying assets	2004-03-21	Paper
Non-addictive habits: optimal consumption-portfolio policies.	2004-02-03	Paper
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.	2003-04-02	Paper
American options: symmetry properties	2002-02-14	Paper
The Valuation of Volatility Options	2002-02-01	Paper
Nonparametric estimation of American options' exercise boundaries and call prices	2000-10-26	Paper
American options with stochastic dividends and volatility: a nonparametric investigation	2000-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q4241870	1999-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4356580	1998-11-01	Paper
Aggregation, efficiency and mutual fund separation in incomplete markets	1998-02-01	Paper
The Valuation of American Options on Multiple Assets	1997-09-18	Paper
Optimal Consumption‐Portfolio Policies With Habit Formation1	1997-08-31	Paper
Asset and commodity prices with multi-attribute durable goods	1997-02-27	Paper
Intertemporal asset pricing with heterogeneous beliefs	1994-07-18	Paper
Asset Prices in an Exchange Economy with Habit Formation	1992-06-28	Paper
A General Equilibrium Analysis of Option and Stock Market Interactions	1992-06-25	Paper
Further results on asset pricing with incomplete information	1991-01-01	Paper

Research outcomes over time

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