Jérôme Detemple - Concepedia

Author

Jérôme Detemple

Also Known As

Detemple, Jerome, Jérôme B. Detemple, J. B. Detemple, J. Detemple, Jerome B. Detemple, Jerome Detemple, JÉRÔME B. DETEMPLE, Jér^me Detemple, Jérôme B. Detemple, Jérôme Detemple

133

Publications

5.7K

Citations

H-Index

Concepts

All Affiliations

Boston University Center for Interuniversity Research and Analysis on Organizations Columbia University McGill University Quest University Canada

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	27	37	4.3K
2	Economics	23	30	3.1K
3	Engineering	6	6	891
4	Management	5	5	526
5	Computer Science	2	2	624

Jérôme Detemple

Publications

Citations

H-Index

Page 1

	Year	Citations
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods Mark Broadie, Jérôme Detemple Review of Financial Studies EngineeringOption Price ApproximationsFinancial MathematicsComputational FinanceAsset Pricing	1996	570
Intertemporal Asset Pricing with Heterogeneous Beliefs Jérôme Detemple, Shashidhar Murthy Journal of Economic Theory EconomicsOption PricingFinancial EconomicsAsset PricingBusiness	1994	392
Asset Pricing in a Production Economy with Incomplete Information Jérôme Detemple The Journal of Finance Technology‐relevant State VariablesEconomicsEconometric ModelFinancial EconomicsAsset Pricing	1986	329
Asset Prices in an Exchange Economy with Habit Formation Jérôme Detemple, Fernando Zapatero Econometrica Empirical FinanceDynamic Economic ModelEconomicsFinancial EconomicsAsset Pricing	1991	311
A General Equilibrium Analysis of Option and Stock Market Interactions Jérôme Detemple, Larry Selden International Economic Review Market MicrostructureEmpirical FinanceEconomicsOption PricingFinancial Economics	1991	226
Option listing and stock returns Jérôme Detemple, Philippe Jorion Journal of Banking & Finance Option PricingFinancial EconomicsAsset PricingBusinessStock Market Prediction	1990	220
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications Mark Broadie, Jérôme Detemple Management Science EconomicsOption PricingAmerican-style ClaimsAsset PricingComputational Finance	2004	197
The Valuation of American Options on Multiple Assets Mark Broadie, Jérôme Detemple Mathematical Finance EconomicsOption PricingFinancial EconomicsAsset PricingValuation Formulas	1997	195
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints Jérôme Detemple, Shashidhar Murthy Review of Financial Studies EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingMarket Equilibrium	1997	183
Option Pricing: Valuation Models and Applications Mark Broadie, Jérôme Detemple Option PricingBlack-scholes ModelFinancial EconomicsAsset PricingCorporate Risk Management	2004	175

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