Jerome Detemple

Cited by

	All	Since 2019
Citations	7109	1388
h-index	37	24
i10-index	60	37

380

190

285

199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202427 24 37 26 34 58 82 88 105 146 144 225 210 215 300 247 314 312 303 371 351 313 299 312 281 273 272 212 237 257 237 255 220 182

Public access

View all

1 article

0 articles

available

not available

Based on funding mandates

Co-authors

Marcel RindisbacherQuestrom School of Business, Boston UniversityVerified email at bu.edu
Mark BroadieColumbia Business SchoolVerified email at columbia.edu
Rene GarciaProfessor, Université de MontréalVerified email at umontreal.ca
Zvi BodieEmeritus Professor, Boston UniversityVerified email at bu.edu
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerified email at unc.edu
Fernando ZapateroProfessor, Finance, Boston UniversityVerified email at bu.edu
Tony BerradaProfessor of Finance, University of GenevaVerified email at unige.ch
Philippe JorionProfessor of Finance, University of Californa at IrvineVerified email at uci.edu
Suresh SundaresanColumbia UniversityVerified email at columbia.edu
Carlton-James OsakweMount Royal UniversityVerified email at mtroyal.ca
Piero GottardiUniversity of EssexVerified email at eui.eu
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityVerified email at columbia.edu
Herakles PolemarchakisProfessor, University of WarwickVerified email at warwick.ac.uk
Souleymane LAMINOU ABDOUUniversité de RennesVerified email at univ-rennes.fr
Franck MorauxUniversité de RennesVerified email at univ-rennes1.fr
Scott RobertsonAssociate Professor of Finance, Questrom School of Business, Boston UniversityVerified email at bu.edu
Avner KalayUniversity of Utah and Tel Aviv UniversityVerified email at business.utah.edu
Hao XingBoston UniversityVerified email at bu.edu

Jerome Detemple

Morton H. and Charlotte Friedman Professor in Finance

Verified email at bu.edu - Homepage

Asset Pricing Portfolio Choice Derivative Securities Energy Markets Numerical


Title Sort by citations Sort by year Sort by 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	822	1996
Asset Pricing in a Production Economy with Incomplete Information JB Detemple Journal of Finance 41 (2), 383-391, 1986	488	1986
Intertemporal Asset Pricing with Heterogeneous Beliefs J Detemple, S Murthy Journal of Economic Theory 62 (2), 294-320, 1994	469	1994
A Monte-Carlo Method for Optimal Portfolios JB Detemple, R Garcia, M Rindisbacher Journal of Finance 58 (1), 401-446, 2003	392	2003
Asset Prices in an Exchange Economy with Habit Formation JB Detemple, F Zapatero Econometrica 59 (6), 1633-1657, 1991	345	1991
Option Pricing: Valuation Models and Applications M Broadie, JB Detemple Management Science 50 (9), 1145-1177, 2004	343	2004
Option Listing and Stock Returns: An Empirical Analysis J Detemple, P Jorion Journal of Banking and Finance 14, 781-801, 1990	310	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	299	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	226	2004
American-style Derivatives: Valuation and Computation J Detemple Chapman & Hall/CRC, 2005	224	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	169	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	120	1992

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors