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English
2
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Broadie, Mark
22
Detemple, Jérôme
16
Rindisbacher, Marcel
9
Detemple, Jérôme B.
6
Glasserman, Paul
4
Chernov, Mikhail
3
Garcia, René
3
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2
Broadie, M.
2
Detemple, J.
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The review of financial studies
10
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of economic dynamics & control
4
Finance and stochastics
3
Operations research : the journal of the Operations Research Society of America
3
The journal of finance : the journal of the American Finance Association
3
Insurance / Mathematics & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annals of operations research
1
Economic theory
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
L' Actualité économique : revue trimest.
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OLC EcoSci
ECONIS (ZBW)
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1
The Valuation of American Options on Multiple Assets
Broadie, Mark
;
Detemple, Jérôme
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 241-286
Persistent link: https://www.econbiz.de/10008219934
Saved in:
2
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
;
Detemple, Jérôme
;
Ghysels, Eric
; …
- In:
Journal of economic dynamics & control
24
(
2000
)
11
,
pp. 1829-1858
Persistent link: https://www.econbiz.de/10006778756
Saved in:
3
A general equilibrium model of asset pricing with partial or heterogeneous information
Detemple, Jérôme B.
- In:
Finance : revue de l'Association Française de Finance
7
(
1986
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10009918708
Saved in:
4
A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options
Broadie, M.
;
Yamamoto, Y.
- In:
Operations research : the journal of the Operations …
53
(
2005
)
5
,
pp. 764-779
Persistent link: https://www.econbiz.de/10006417224
Saved in:
5
Computing efficient frontiers using estimated parameters
Broadie, M.
-
1993
Persistent link: https://www.econbiz.de/10008224695
Saved in:
6
Dynamic Equilibrium with Liquidity Constraints
Detemple, J.
;
Serrat, A.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 597
Persistent link: https://www.econbiz.de/10007033269
Saved in:
7
The relevance of financial policy
Detemple, J.
;
Gottardi, P.
;
Polemarchakis, H.M.
- In:
European economic review : EER
39
(
1995
)
6
,
pp. 1133-1154
Persistent link: https://www.econbiz.de/10007627224
Saved in:
8
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium
Detemple, Jérôme B.
- In:
Journal of mathematical economics
38
(
2002
)
1
,
pp. 219-248
Persistent link: https://www.econbiz.de/10006032331
Saved in:
9
Non-addictive habits: optimal consumption-portfolio policies
Detemple, Jérôme B.
;
Karatzas, Ioannis
- In:
Journal of economic theory
113
(
2003
)
2
,
pp. 265-285
Persistent link: https://www.econbiz.de/10007652870
Saved in:
10
Aggregation efficiency and mutual fund separation in incomplete markets
Detemple, Jérôme B.
;
Gottardi, Piero
- In:
Economic theory
11
(
1998
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10007194383
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