|
|
Érudit | Dépôt de documents >
Browsing by Author « Detemple, Jérôme B. »
Showing results 1 to 16 of 16
| Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets | | Detemple, Jérôme B.; Gottardi, Piero | | Issue Date : 1997-03 |
|
| American Capped Call Options on Dividend Paying Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-01 |
|
| American Options on Dividend-Paying Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1996-03 |
|
| American Options: Symmetry Properties | | Detemple, Jérôme B. | | Issue Date : 1999-11 |
|
| American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation | | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | | Issue Date : 1996-10 |
|
| American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-09 |
|
| Asset and Commodity Prices with Multiattribute Durable Goods | | Detemple, Jérôme B.; Giannikos, Christos I. | | Issue Date : 1995-11 |
|
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes | | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | | Issue Date : 2003-04 |
|
| Dynamic Equilibrium with Liquidity Constraints | | Detemple, Jérôme B.; Serrat, Angel | | Issue Date : 1998-11 |
|
| Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints | | Detemple, Jérôme B.; Murthy, Shashidhar | | Issue Date : 1997-03 |
|
| A Monte-Carlo Method for Optimal Portfolios | | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | | Issue Date : 2000-01 |
|
| Nonparametric Estimation of American Options Exercise Boundaries and Call Prices | | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | | Issue Date : 1996-09 |
|
| Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach | | Detemple, Jérôme B.; Sundaresan, Suresh | | Issue Date : 1999-03 |
|
| Recent Advances in Numerical Methods for Pricing Derivative Securities | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1996-05 |
|
| The Valuation of American Options on Multiple Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-09 |
|
| The Valuation of Volatility Options | | Detemple, Jérôme B.; Osakwe, Carlton | | Issue Date : 1999-11 |
|
Showing results 1 to 16 of 16
|
