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Theorie
68
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Option pricing theory
25
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25
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18
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18
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14
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10
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10
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9
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116
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107
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5
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Broadie, Mark
98
Detemple, Jérôme B.
88
Rindisbacher, Marcel
37
Detemple, Jérôme
29
Glasserman, Paul
20
Chernov, Mikhail
15
Garcia, René
15
Detemple, Jerome
12
Broadie, M.
10
Bodie, Zvi
9
Kitapbayev, Yerkin
9
Johannes, Michael
8
Gottardi, Piero
7
DETEMPLE, J.
6
Detemple, J.
6
Ghysels, Eric
6
Kou, Steven
5
Sundaresan, Suresh M.
5
BROADIE, MARK
4
Berrada, Tony
4
Du, Yiping
4
Emmerling, Thomas
4
GOTTARDI, P.
4
Glasserman, P.
4
Jain, Ashish
4
Serrat, Angel
4
Tian, Weidong
4
Zeevi, Assaf
4
Adler, Michael
3
Gottardi, P.
3
Jain, Gautam
3
Kaya, Özgür
3
Kihlstrom, Richard E.
3
Moallemi, Ciamac C.
3
Murthy, Shashidhar
3
Polemarchakis, Heraklis M.
3
Robertson, Scott
3
Sundaresan, Suresh
3
Torres, Olivier
3
Torrès, Olivier
3
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
16
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11
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3
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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
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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1
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The review of financial studies
18
CIRANO Working Papers
16
Journal of economic dynamics & control
13
Columbia - Graduate School of Business
11
The journal of finance : the journal of the American Finance Association
8
Management Science
7
Finance and stochastics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of Financial Studies
5
Journal of Economic Dynamics and Control
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Energy economics
3
Finance and Stochastics
3
International journal of theoretical and applied finance
3
Journal of Finance
3
Journal of banking & finance
3
Journal of econometrics
3
Journal of economic theory
3
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3
Operations research : the journal of the Operations Research Society of America
3
Quantitative Finance
3
Annual Review of Financial Economics
2
Annual review of financial economics
2
CORE Discussion Papers RP
2
European economic review : EER
2
Finance : revue de l'Association Française de Finance
2
Insurance / Mathematics & economics
2
Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of financial and quantitative analysis : JFQA
2
Journal of investment management : JOIM
2
Journal of mathematical economics
2
L' Actualité économique : revue trimest.
2
L'Actualité Economique
2
Mathematical Finance
2
Research paper series / Swiss Finance Institute
2
Annals of operations research
1
BoWo discussion paper series
1
CEPR Discussion Papers
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ECONIS (ZBW)
109
RePEc
71
OLC EcoSci
46
BASE
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USB Cologne (EcoSocSci)
1
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1
American option valuation : new bounds, approximations, and a comparison of existing methods
Broadie, Mark
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1211-1250
Persistent link: https://www.econbiz.de/10001212386
Saved in:
2
The valuation of American options on multiple assets
Broadie, Mark
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 241-286
Persistent link: https://www.econbiz.de/10001224015
Saved in:
3
[Rezension von: Riedel, F., Imperfect information and investor heterogeneity in the bond market, Berlin [u.a.], Springer, 2000]
Detemple, Jérôme B.
- In:
Journal of economics
75
(
2002
)
2
,
pp. 189-194
Persistent link: https://www.econbiz.de/10001657822
Saved in:
4
Asset pricing in a production economy with incomplete information
Detemple, Jérôme B.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 383-391
Persistent link: https://www.econbiz.de/10001015117
Saved in:
5
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/10001016341
Saved in:
6
Asset pricing in an intertemporal partially-revealing rational expectations equilibrium
Detemple, Jérôme B.
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 219-248
Persistent link: https://www.econbiz.de/10001717041
Saved in:
7
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
Saved in:
8
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
Saved in:
9
The relevance of financial policy
Detemple, Jérôme B.
;
Gottardi, Piero
;
Polemarchakis, …
-
1990
Persistent link: https://www.econbiz.de/10000789920
Saved in:
10
Hedging with futures in an intertemporal portfolio context
Adler, Michael
;
Detemple, Jérôme B.
-
1987
Persistent link: https://www.econbiz.de/10000739200
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