The following pages link to Jérôme B. Detemple (Q951518):
Displaying 41 items.
- (Q278036) (redirect page) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- (Q809855) (redirect page) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- (Q1327365) (redirect page) (← links)
- Intertemporal asset pricing with heterogeneous beliefs (Q1327367) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Aggregation, efficiency and mutual fund separation in incomplete markets (Q1376965) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- (Q1583158) (redirect page) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium. (Q1867770) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation (Q2168144) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- American chooser options (Q2271613) (← links)
- American step options (Q2282524) (← links)
- Representation formulas for Malliavin derivatives of diffusion processes (Q2488484) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- The Valuation of Volatility Options (Q2707034) (← links)
- (Q2771101) (← links)
- Diffusion Models of Asset Prices (Q3112453) (← links)
- Portfolio Optimization (Q3112478) (← links)
- The Valuation of American Options for a Class of Diffusion Processes (Q3114791) (← links)
- Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936) (← links)
- A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431) (← links)
- Asset Prices in an Exchange Economy with Habit Formation (Q3989220) (← links)
- (Q4241870) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- The Valuation of American Options on Multiple Assets (Q4354432) (← links)
- (Q4356580) (← links)
- American Options with Discontinuous Two-Level Caps (Q4635248) (← links)
- On American VIX options under the generalized 3/2 and 1/2 models (Q4642732) (← links)
- Dynamic Noisy Rational Expectations Equilibrium With Insider Information (Q4992201) (← links)
- (Q5200620) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
- Dynamic equilibrium with insider information and general uninformed agent utility (Q6667577) (← links)
