Jerome Detemple

Jerome Detemple

Boston University - Boston / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 845080
person_outline Jerome Detemple's MOST POPULAR ARTICLES
1-) American Option Valuation: New Bounds, Approximations and a Comparison of Existing MethodsM Broadie, J DetempleReview of Financial Studies 9 (4), 1211-1250, 19967921996
2-) Asset Pricing in a Production Economy with Incomplete InformationJB DetempleJournal of Finance 41 (2), 383-391, 19864701986
3-) Intertemporal Asset Pricing with Heterogeneous BeliefsJ Detemple, S MurthyJournal of Economic Theory 62 (2), 294-320, 19944561994
4-) A Monte-Carlo Method for Optimal PortfoliosJB Detemple, R Garcia, M RindisbacherJournal of Finance 58 (1), 401-446, 20033962003
5-) Asset Prices in an Exchange Economy with Habit FormationJB Detemple, F ZapateroEconometrica 59 (6), 1633-1657, 19913481991