Jérôme Detemple has a Ph.D. in Finance from the Wharton School of the University of Pennsylvania and a doctorat d'État in economics from the Institut Louis Pasteur at the University of Strasbourg, and is a professor at the BostonUniversity School of Management. His recent research activities concern pricingof assets in the presence of frictions, portfolio allocation, pricing andcomputation of U.S. options, and intertemporal contract theory.
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Publications by Jérôme Detemple

16 publications
April 1, 2003

Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes

Jérôme B. Detemple, René Garcia and Marcel Rindisbacher

Elections and Democratic Processes, Simulation and Digital Transformation
January 1, 2000

A Monte-Carlo Method for Optimal Portfolios

Jérôme B. Detemple, René Garcia and Marcel Rindisbacher

November 1, 1999

The Valuation of Volatility Options

Jérôme B. Detemple and Carlton Osakwe

November 1, 1999

American Options: Symmetry Properties

Jérôme B. Detemple

March 1, 1999

Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach

Jérôme B. Detemple and Suresh Sundaresan

November 1, 1998

Dynamic Equilibrium with Liquidity Constraints

Jérôme B. Detemple and Angel Serrat

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