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Browsing by Author « Detemple, Jérôme B. »
Showing results 10 to 16 of 16
| 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 10 to 16 of 16
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