The Valuation of American Options for a Class of Diffusion Processes. - Jérôme Detemple; Weidong Tian (Manag. Sci., 2002)

Non-addictive habits: optimal consumption-portfolio policies. - Jérôme Detemple; Ioannis Karatzas (J. Econ. Theory, 2003)

ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications. - Mark Broadie; Jérôme Detemple (Manag. Sci., 2004)

Representation formulas for Malliavin derivatives of diffusion processes. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Finance Stochastics, 2005)

Asymptotic Properties of Monte Carlo Estimators of Derivatives. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Manag. Sci., 2005)

Monte Carlo methods for derivatives of options with discontinuous payoffs. - Jérôme Detemple; Marcel Rindisbacher (Comput. Stat. Data Anal., 2007)

An optimal stopping problem with a reward constraint. - Jérôme Detemple; Weidong Tian; Jie Xiong 004 (Finance Stochastics, 2012)

Portfolio Selection: A Review. - Jérôme Detemple (J. Optim. Theory Appl., 2014)

American Options with Discontinuous Two-Level Caps. - Jérôme Detemple; Yerkin Kitapbayev (SIAM J. Financial Math., 2018)

American step options. - Jérôme Detemple; Souleymane Laminou Abdou; Franck Moraux (Eur. J. Oper. Res., 2020)