search query: @author Detemple, J. / total: 4
references: 1-4 / 4
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1.
The Valuation of American Options for a Class of Diffusion Processes
Management Science
2002 : JUL, VOL. 48:7, p. 917-937
 2002 Detemple, J.
Tian, W.
2.
The valuation of volatility options
European Finance Review
2000 : VOL. 4:1, p. 21-50
 2000 Detemple, J.
Osakwe, C.
3.
Nontraded asset valuation with portfolio constraints: a binomial approach
Review of Financial Studies
1999 : SPECIAL, VOL. 12:4, p. 835-872
 1999 Detemple, J.
Sundaresan, S.
4.
American capped call options on dividend-paying assets
Review of Financial Studies
1995 : SPRING, VOL. 8:1, p. 161-191
 1995 Broadie, M.
Detemple, J.
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