Concepedia

Jérôme Detemple

JD

53

Publications

5K

Citations

34

H-Index

1986

Active since

Affiliations

Boston University(Current)

Center for Interuniversity Research and Analysis on Organizations

Columbia University

McGill University

Quest University Canada

Jérôme Detemple is an author at Boston University specializing in finance, business, and asset pricing.

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Publications per year

1986–2020

53

Publications

53

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods

Mark Broadie, Jérôme Detemple · Review of Financial Studies · 1996 · 570 citations

, , +16

Intertemporal Asset Pricing with Heterogeneous Beliefs

Jérôme Detemple, Shashidhar Murthy · Journal of Economic Theory · 1994 · 392 citations

, , +6

Asset Pricing in a Production Economy with Incomplete Information

Jérôme Detemple · The Journal of Finance · 1986 · 329 citations

, , +15

Asset Prices in an Exchange Economy with Habit Formation

Jérôme Detemple, Fernando Zapatero · Econometrica · 1991 · 311 citations

, , +14

A General Equilibrium Analysis of Option and Stock Market Interactions

Jérôme Detemple, Larry Selden · International Economic Review · 1991 · 226 citations

, , +13

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