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Detemple, Jérôme B.
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ECONIS (ZBW)
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Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
2
Fixed income markets and their derivatives
Sundaresan, Suresh M.
-
2009
-
3. ed.
Persistent link: https://www.econbiz.de/10003826247
Saved in:
3
Hedging with futures and options
Detemple, Jérôme B.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 181-197)
.
1988
Persistent link: https://www.econbiz.de/10001273316
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4
Financial innovation, values and volatilities when markets are incomplete
Detemple, Jérôme B.
- In:
The Geneva papers on risk and insurance theory
15
(
1990
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001134928
Saved in:
5
Option listing and stock returns : an empirical analysis
Detemple, Jérôme B.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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6
A general equilibrium analysis of option and stock market interactions
Detemple, Jérôme B.
- In:
International economic review
32
(
1991
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10001105421
Saved in:
7
Optimal exercise for derivative securities
Detemple, Jérôme B.
- In:
Annual review of financial economics
6
(
2014
),
pp. 459-487
Persistent link: https://www.econbiz.de/10010492495
Saved in:
8
Recent advances in numerical methods for pricing derivative securities
Broadie, Mark
;
Detemple, Jérôme B.
- In:
Numerical methods in finance
,
(pp. 43-66)
.
2008
Persistent link: https://www.econbiz.de/10003723883
Saved in:
9
The valuation of options on futures contracts
Ramaswamy, Krishna
- In:
The journal of finance : the journal of the American …
40
(
1985
)
5
,
pp. 1319-1340
Persistent link: https://www.econbiz.de/10001007043
Saved in:
10
Fixed income markets and their derivatives
Sundaresan, Suresh M.
-
2002
-
2. ed.
Persistent link: https://www.econbiz.de/10001574340
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