# Jérôme Detemple

According to our database

Collaborative distances:

^{1}, Jérôme Detemple authored at least 9 papers between 2002 and 2018.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2018

American Options with Discontinuous Two-Level Caps.

SIAM J. Financial Math., 2018

2014

Portfolio Selection: A Review.

J. Optimization Theory and Applications, 2014

2012

An optimal stopping problem with a reward constraint.

Finance and Stochastics, 2012

2007

Monte Carlo methods for derivatives of options with discontinuous payoffs.

Computational Statistics & Data Analysis, 2007

2005

Asymptotic Properties of Monte Carlo Estimators of Derivatives.

Management Science, 2005

Representation formulas for Malliavin derivatives of diffusion processes.

Finance and Stochastics, 2005

2004

ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications.

Management Science, 2004

2003

Non-addictive habits: optimal consumption-portfolio policies.

J. Economic Theory, 2003

2002

The Valuation of American Options for a Class of Diffusion Processes.

Management Science, 2002