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Optimal exercise for derivative securities
Detemple, Jérôme B. - In: Annual review of financial economics 6 (2014), pp. 459-487
Persistent link: https://www.econbiz.de/10010492495
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Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.; Sundaresan, Suresh M. - In: The review of financial studies 12 (1999) 4, pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
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Financial innovation, values and volatilities when markets are incomplete
Detemple, Jérôme B. - In: The Geneva papers on risk and insurance theory 15 (1990) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10001134928
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A general equilibrium analysis of option and stock market interactions
Detemple, Jérôme B. - In: International economic review 32 (1991) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10001105421
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Hedging with futures and options
Detemple, Jérôme B. - In: Essays in financial economics in memory of Irwin Friend, (pp. 181-197). 1988
Persistent link: https://www.econbiz.de/10001273316
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Option listing and stock returns : an empirical analysis
Detemple, Jérôme B. - In: Journal of banking & finance 14 (1990) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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Recent advances in numerical methods for pricing derivative securities
Broadie, Mark; Detemple, Jérôme B. - In: Numerical methods in finance, (pp. 43-66). 2008
Persistent link: https://www.econbiz.de/10003723883
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Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
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Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747