Jerome Detemple 个人学术档案

引用次数

	总计	2019 年至今
引用	7080	1365
h 指数	37	24
i10 指数	60	37

380

190

285

199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202427 24 37 26 34 58 82 88 106 146 143 225 210 214 297 250 314 312 303 370 351 311 299 312 280 273 271 212 238 258 237 261 221 150

开放获取的出版物数量

查看全部

1 篇文章

0 篇文章

可查看的文章

无法查看的文章

根据资助方的强制性开放获取政策

合著作者

Marcel RindisbacherQuestrom School of Business, Boston University在 bu.edu 的电子邮件经过验证
Mark BroadieColumbia Business School在 columbia.edu 的电子邮件经过验证
Rene GarciaProfessor, Université de Montréal在 umontreal.ca 的电子邮件经过验证
Zvi BodieEmeritus Professor, Boston University在 bu.edu 的电子邮件经过验证
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill在 unc.edu 的电子邮件经过验证
Fernando ZapateroProfessor, Finance, Boston University在 bu.edu 的电子邮件经过验证
Tony BerradaProfessor of Finance, University of Geneva在 unige.ch 的电子邮件经过验证
Philippe JorionProfessor of Finance, University of Californa at Irvine在 uci.edu 的电子邮件经过验证
Suresh SundaresanColumbia University在 columbia.edu 的电子邮件经过验证
Carlton-James OsakweMount Royal University在 mtroyal.ca 的电子邮件经过验证
Piero GottardiUniversity of Essex在 eui.eu 的电子邮件经过验证
Ioannis KaratzasProfessor of Mathematics, Columbia University在 columbia.edu 的电子邮件经过验证
Herakles PolemarchakisProfessor, University of Warwick在 warwick.ac.uk 的电子邮件经过验证
Souleymane LAMINOU ABDOUUniversité de Rennes在 univ-rennes.fr 的电子邮件经过验证
Franck MorauxUniversité de Rennes在 univ-rennes1.fr 的电子邮件经过验证
Scott RobertsonAssociate Professor of Finance, Questrom School of Business, Boston University在 bu.edu 的电子邮件经过验证
Avner KalayUniversity of Utah and Tel Aviv University在 business.utah.edu 的电子邮件经过验证
Hao XingBoston University在 bu.edu 的电子邮件经过验证

关注

Jerome Detemple

Morton H. and Charlotte Friedman Professor in Finance

在 bu.edu 的电子邮件经过验证 - 首页

Asset Pricing Consumption-Portfolio Choice Derivative Securities Energy Markets Numerical


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
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	821	1996
Asset Pricing in a Production Economy with Incomplete Information JB Detemple Journal of Finance 41 (2), 383-391, 1986	487	1986
Intertemporal Asset Pricing with Heterogeneous Beliefs J Detemple, S Murthy Journal of Economic Theory 62 (2), 294-320, 1994	467	1994
A Monte-Carlo Method for Optimal Portfolios JB Detemple, R Garcia, M Rindisbacher Journal of Finance 58 (1), 401-446, 2003	389	2003
Asset Prices in an Exchange Economy with Habit Formation JB Detemple, F Zapatero Econometrica 59 (6), 1633-1657, 1991	344	1991
Option Pricing: Valuation Models and Applications M Broadie, JB Detemple Management Science 50 (9), 1145-1177, 2004	342	2004
Option Listing and Stock Returns: An Empirical Analysis J Detemple, P Jorion Journal of Banking and Finance 14, 781-801, 1990	309	1990
A General Equilibrium Analysis of Option and Stock Market Interactions J Detemple, L Selden International Economic Review 32 (2), 279-303, 1991	305	1991
The Valuation of American Options on Multiple Assets M Broadie, J Detemple Mathematical Finance 7 (3), 241-285, 1997	298	1997
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	224	2004
American-style Derivatives: Valuation and Computation J Detemple Chapman & Hall/CRC, 2005	222	2005
Non-Traded Asset Valuation with Portfolio Constraints: a Binomial Approach J Detemple, S Sundaresan Review of Financial Studies 12 (4), 835-872, 1999	206	1999
Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints J Detemple, S Murthy Review of Financial Studies 10 (4), 1133-1174, 1997	194	1997
The Valuation of Volatility Options J Detemple, C Osakwe European Finance Review 4 (1), 21-50, 2000	168	2000
The Valuation of American Options for a Class of Diffusion Processes J Detemple, W Tian Management Science 48 (7), 917-937, 2002	134	2002
American Capped Call Options on Dividend Paying Assets M Broadie, J Detemple Review of Financial Studies 8 (1), 161-191, 1995	127	1995
Dynamic Equilibrium with Liquidity Constraints J Detemple, A Serrat Review of Financial Studies 16 (2), 597-629, 2003	125*	2003
Further Results on Asset Pricing with Incomplete Information JB Detemple Journal of Economic Dynamics and Control 15 (3), 425-453, 1991	122	1991
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	121	2000
Optimal Consumption-Portfolio Policies with Habit Formation JB Detemple, F Zapatero Mathematical Finance 2 (4), 35-58, 1992	119	1992

系统目前无法执行此操作，请稍后再试。

文章 1–20

每年引用数

重复的引用

合并的引用

添加合著者合著作者

上传 PDF

关注此作者

引用次数

合著作者

引用