Jérôme Detemple

Finance · 2004–2010

A researcher in the Science corpus: 6 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jérôme Detemple trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. George K. Chacko
  2. Paul Glasserman
  3. Griselda Deelstra
  4. René L. Schilling
  5. Roger Lee
  6. Luis M. Viceira
  7. Martino Grasselli
  8. Andrew J. G. Cairns
  9. L. Rogers
  10. Peter P. Carr

Papers from Jérôme Detemple's perspective

Ordered by how strongly the researchers Jérôme Detemple trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Theory for the Term Structure of Interest Rates
  2. Monte Carlo Methods in Financial Engineering
  3. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  4. Financial Modelling with Jump Processes
  5. Optimal investment strategies in a CIR framework (Journal of Applied Probability)
  6. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
  7. The Pricing of Options and Corporate Liabilities
  8. Spanning and Derivative-Security Valuation
  9. Specification Analysis of Affine Term Structure Models
  10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers