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Jerome Detemple
Jerome Detemple
Morton H. and Charlotte Friedman Professor of Management; Professor of Finance; Boston University
Verified email at bu.edu - Homepage
Title
Cited by
Cited by
Year
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
7851996
Asset Pricing in a Production Economy with Incomplete Information
JB Detemple
Journal of Finance 41 (2), 383-391, 1986
4701986
Intertemporal Asset Pricing with Heterogeneous Beliefs
J Detemple, S Murthy
Journal of Economic Theory 62 (2), 294-320, 1994
4501994
A Monte-Carlo Method for Optimal Portfolios
JB Detemple, R Garcia, M Rindisbacher
Journal of Finance 58 (1), 401-446, 2003
3612003
Asset Prices in an Exchange Economy with Habit Formation
JB Detemple, F Zapatero
Econometrica 59 (6), 1633-1657, 1991
3291991
Option Pricing: Valuation Models and Applications
M Broadie, JB Detemple
Management Science 50 (9), 1145-1177, 2004
3162004
A General Equilibrium Analysis of Option and Stock Market Interactions
J Detemple, L Selden
International Economic Review 32 (2), 279-303, 1991
2991991
The Valuation of American Options on Multiple Assets
M Broadie, J Detemple
Mathematical Finance 7 (3), 241-285, 1997
2911997
Option Listing and Stock Returns: An Empirical Analysis
J Detemple, P Jorion
Journal of Banking and Finance 14, 781-801, 1990
2851990
American-style Derivatives: Valuation and Computation
J Detemple
Chapman & Hall/CRC, 2005
2092005
Non-Traded Asset Valuation with Portfolio Constraints: a Binomial Approach
J Detemple, S Sundaresan
Review of Financial Studies 12 (4), 835-872, 1999
1931999
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
1922004
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
J Detemple, S Murthy
Review of Financial Studies 10 (4), 1133-1174, 1997
1731997
The Valuation of Volatility Options
J Detemple, C Osakwe
European Finance Review 4 (1), 21-50, 2000
1622000
Dynamic Equilibrium with Liquidity Constraints
J Detemple, A Serrat
Review of Financial Studies 16 (2), 597-629, 2003
124*2003
The Valuation of American Options for a Class of Diffusion Processes
J Detemple, W Tian
Management Science 48 (7), 917-937, 2002
1192002
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
1182000
American Capped Call Options on Dividend Paying Assets
M Broadie, J Detemple
Review of Financial Studies 8 (1), 161-191, 1995
1171995
Further Results on Asset Pricing with Incomplete Information
JB Detemple
Journal of Economic Dynamics and Control 15 (3), 425-453, 1991
1151991
Optimal Consumption-Portfolio Policies with Habit Formation
JB Detemple, F Zapatero
Mathematical Finance 2 (4), 35-58, 1992
1101992
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