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Disambiguation of "Detemple, Jérôme"

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Handbooks in Operations Research and Management Science

, , and . Volume 15, chapter Chapter 21 Simulation Methods for Optimal Portfolios, page 867--923. Elsevier, (2007)

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To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Jérôme Huppertz

Modulation inflammatorischer Prozesse mittels GPI-verankerter Chemokin-Analoga. Uni München, (2009)

Jérôme Boucher

Jérôme Clerc

Jérôme Krets

Jérôme Feret

 

Other publications of authors with the same name

Representation formulas for Malliavin derivatives of diffusion processes., , and . Finance and Stochastics, 9 (3): 349-367 (2005)Non-addictive habits: optimal consumption-portfolio policies., and . J. Econ. Theory, 113 (2): 265-285 (2003)Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 21 Simulation Methods for Optimal Portfolios, page 867--923. Elsevier, (2007)Monte Carlo methods for derivatives of options with discontinuous payoffs., and . Comput. Stat. Data Anal., 51 (7): 3393-3417 (2007)Intertemporal asset allocation: A comparison of methods, , and . Journal of Banking & Finance, 29 (11): 2821--2848 (November 2005)Asymptotic Properties of Monte Carlo Estimators of Derivatives., , and . Manag. Sci., 51 (11): 1657-1675 (2005)ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications., and . Manag. Sci., 50 (9): 1145-1177 (2004)An optimal stopping problem with a reward constraint., , and . Finance Stochastics, 16 (3): 423-448 (2012)Portfolio Selection: A Review.. J. Optimization Theory and Applications, 161 (1): 1-21 (2014)American Options with Discontinuous Two-Level Caps., and . SIAM J. Financial Math., 9 (1): 219-250 (2018)