1996
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
Mark N. Broadie, Jerome B. Detemple
Review of Financial StudiesTop-listed
573
cites
Faculty
Jerome B. Detemple is a Finance scholar at Boston University. Research spans Capital Investment and Risk Analysis, Financial Markets and Investment Strategies, Stochastic processes and financial applications. 124 works, 5.7k citations (h-index 36).
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Affiliation on publications · Boston University
Mark N. Broadie, Jerome B. Detemple
Review of Financial StudiesTop-listed
Jerome B. Detemple, Shashidhar Murthy
Journal of Economic TheoryTop-listed
The Journal of FinanceTop-listed