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Browsing by Author « Detemple, Jérôme B. »
Showing results 9 to 16 of 16
Dynamic Equilibrium with Liquidity Constraints | Detemple, Jérôme B.; Serrat, Angel | Issue Date : 1998-11 |
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Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints | Detemple, Jérôme B.; Murthy, Shashidhar | Issue Date : 1997-03 |
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A Monte-Carlo Method for Optimal Portfolios | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | Issue Date : 2000-01 |
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Nonparametric Estimation of American Options Exercise Boundaries and Call Prices | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | Issue Date : 1996-09 |
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Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach | Detemple, Jérôme B.; Sundaresan, Suresh | Issue Date : 1999-03 |
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Recent Advances in Numerical Methods for Pricing Derivative Securities | Broadie, Mark; Detemple, Jérôme B. | Issue Date : 1996-05 |
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The Valuation of American Options on Multiple Assets | Broadie, Mark; Detemple, Jérôme B. | Issue Date : 1994-09 |
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The Valuation of Volatility Options | Detemple, Jérôme B.; Osakwe, Carlton | Issue Date : 1999-11 |
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Showing results 9 to 16 of 16
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