| | |
- CSB - MetaPress - Google - Bing - Yahoo
 | 2007 | |
|---|---|---|
| 4 |      | Jérôme Detemple, Marcel Rindisbacher: Monte Carlo methods for derivatives of options with discontinuous payoffs. Computational Statistics & Data Analysis 51(7): 3393-3417 (2007) |
| 2005 | ||
| 3 | | Jérôme Detemple, René Garcia, Marcel Rindisbacher: Asymptotic Properties of Monte Carlo Estimators of Derivatives. Management Science 51(11): 1657-1675 (2005) |
| 2004 | ||
| 2 | | Mark Broadie, Jérôme Detemple: ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications. Management Science 50(9): 1145-1177 (2004) |
| 2003 | ||
| 1 | | Jérôme Detemple, Ioannis Karatzas: Non-addictive habits: optimal consumption-portfolio policies. J. Economic Theory 113(2): 265-285 (2003) |
| 1 | Mark Broadie | [2] |
| 2 | René Garcia | [3] |
| 3 | Ioannis Karatzas | [1] |
| 4 | Marcel Rindisbacher | [3] [4] |
Colors in the list of coauthors
Last update Tue May 29 20:41:18 2012 CET by the DBLP Team —
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