Jerome Detemple : Citation Profile

Boston University

21

H index

35

i10 index

1727

Citations

RESEARCH PRODUCTION:

60

Articles

33

Papers

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 44
   Journals where Jerome Detemple has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 36 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde1414
   Updated: 2025-12-20    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Rindisbacher, Marcel (3)

Moraux, Franck (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jerome Detemple.

Is cited by:

Basak, Suleyman (46)

Castaneda, Pablo (24)

Pavlova, Anna (22)

Scaillet, Olivier (22)

De Donno, Marzia (17)

Uppal, Raman (16)

Pelsser, Antoon (13)

Miao, Jianjun (13)

Guidolin, Massimo (13)

Rigobon, Roberto (12)

Kubler, Felix (12)

Cites to:

merton, robert (39)

Duffie, Darrell (24)

Rindisbacher, Marcel (19)

Jarrow, Robert (18)

Brennan, Michael (18)

Garcia, René (16)

He, Hua (14)

He, Hua (14)

Fleten, Stein-Erik (13)

Constantinides, George (12)

Grossman, Sanford (12)

Main data

Where Jerome Detemple has published?

Journals with more than one article published# docs
The Review of Financial Studies8
Journal of Economic Dynamics and Control6
Mathematical Finance5
Energy Economics3
Journal of Finance3
Journal of Banking & Finance2
Annual Review of Financial Economics2
Finance and Stochastics2
L'Actualit� Economique2
Journal of Economic Theory2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Jerome Detemple (2025 and 2024)

YearTitle of citing document
2024Polynomial time algorithm for optimal stopping with fixed accuracy. (2024). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227.

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2024The Black-Scholes-Merton dual equation. (2024). Guo, Shuxin ; Liu, Qiang. In: Papers. RePEc:arx:papers:1912.10380.

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2024The American put with finite-time maturity and stochastic interest rate. (2024). de Angelis, Tiziano ; Palczewski, Jan ; Cai, Cheng. In: Papers. RePEc:arx:papers:2104.08502.

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2024Optimal consumption with loss aversion and reference to past spending maximum. (2024). Li, Xun ; Yu, Xiang ; Zhang, Qinyi. In: Papers. RePEc:arx:papers:2108.02648.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2024Optimal consumption under a drawdown constraint over a finite horizon. (2024). Li, Xun ; Chen, Xiaoshan ; Yu, Xiang ; Yi, Fahuai. In: Papers. RePEc:arx:papers:2207.07848.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2024Optimal stopping of Gauss-Markov bridges. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835.

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2024Equilibrium with Heterogeneous Information Flows. (2024). Robertson, Scott. In: Papers. RePEc:arx:papers:2304.01272.

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2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2025). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2024The Price of Information. (2024). Shi, Xiaofei ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2402.11864.

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2024Mean field equilibrium asset pricing model with habit formation. (2024). Sekine, Masashi ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2406.02155.

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2025Optimal consumption under loss-averse multiplicative habit-formation preferences. (2025). Yu, Xiang ; Yuan, Fengyi ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2406.20063.

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2024Short-maturity asymptotics for VIX and European options in local-stochastic volatility models. (2024). Wang, Xiaoyu ; Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2407.16813.

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2024The indifference value of the weak information. (2024). Mostovyi, Oleksii ; Baudoin, Fabrice. In: Papers. RePEc:arx:papers:2408.02137.

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2025Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349.

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2025Numerical analysis of American option pricing in a two-asset jump-diffusion model. (2025). Dang, Duy-Minh ; Zhou, Hao. In: Papers. RePEc:arx:papers:2410.04745.

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2024Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617.

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2024Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options. (2024). Wei, Dongming ; Kazbek, Rakhymzhan ; Erlangga, Yogi ; Amanbek, Yerlan. In: Papers. RePEc:arx:papers:2412.08987.

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2025VIX options in the SABR model. (2025). Pirjol, Dan ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:2501.06398.

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2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

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2025Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty. (2025). Agarwal, Ankush ; Zou, Yihan ; Ewald, Christian. In: Papers. RePEc:arx:papers:2502.05340.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025Pricing time-capped American options using Least Squares Monte Carlo method. (2025). Palmowski, Zbigniew ; Stcepniak, Pawel. In: Papers. RePEc:arx:papers:2503.01040.

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2025The value of partial information. (2025). Mostovyi, Oleksii ; Ernst, Philip A. In: Papers. RePEc:arx:papers:2505.08943.

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2025S-shaped Utility Maximization with VaR Constraint and Partial Information. (2025). Zhu, Dongmei ; Davey, Ashley ; Zheng, Harry. In: Papers. RePEc:arx:papers:2506.10103.

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2025Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. (2025). Lindquist, Brent W ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2507.16701.

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2025Pricing American options time-capped by a drawdown event in a L\evy market. (2025). Stcepniak, Pawel ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2508.20677.

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2025Pricing American Options Time-Capped by a Drawdown Event. (2025). Stcepniak, Pawel ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2509.00999.

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2025Neural Network Convergence for Variational Inequalities. (2025). Zheng, Harry ; Zhao, Yun. In: Papers. RePEc:arx:papers:2509.26535.

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2025Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations. (2025). Lu, Benzhuo ; Zhang, Wenxuan ; Guo, Yixiao. In: Papers. RePEc:arx:papers:2510.27132.

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2025Asset-liability management with Epstein-Zin utility$\quad$ under stochastic interest rate and unknown market price of risk. (2025). Kuissi-Kamdem, Wilfried. In: Papers. RePEc:arx:papers:2511.02158.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Dark Side of Circuit Breakers. (2024). Xing, Hao ; Wang, Jiang ; Petukhov, Anton ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1405-1455.

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2024Mean field equilibrium asset pricing model with habit formation (Forthcoming in Asia-Pacific Financial Markets). (2024). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf587.

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2025Inattentive Capital Investment with Nonconvex Costs. (2025). Wang, Xiaowen. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:wang.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2024Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180.

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2024When and how should an incumbent respond to a potentially disruptive event?. (2024). Chevalier-Roignant, Benot. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001660.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2024Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001529.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024The energy transition and the value of Capacity Remuneration Mechanisms. (2024). moretto, michele ; Fontini, Fulvio ; Bonaldo, Cinzia. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005905.

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2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

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2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

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2024Dividend-tax avoidance trade and its impact on the stock market. (2024). Chiang, Yao-Min ; Liu, Wen-Rang ; Chung, San-Lin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000908.

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2024The valuation of American options with the stochastic liquidity risk and jump risk. (2024). Guo, Xunxiang ; Huang, Shoude ; Wang, KE ; Zhang, Hongyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004205.

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2024Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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2024Optimal stopping of an Ornstein–Uhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486.

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2024Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications. (2024). Pellat, Rhoss Likibi ; Pamen, Olivier Menoukeu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:173:y:2024:i:c:s0304414924000656.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001674.

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2024Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems. (2024). Zaevski, Tsvetelin S. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1449-:d:1390624.

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2024Optimal Investment Consumption Choices under Mispricing and Habit Formation. (2024). Sun, Jingyun ; Liu, Botao ; Shi, Ailing. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2248-:d:1438536.

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2024Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints. (2024). Kim, Geonwoo ; Jeon, Junkee. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3536-:d:1519427.

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2024Dynamic Asset Allocation and Retirement Decision with Consumption Ratcheting and Effort Choice. (2024). Jeon, Junkee ; Kim, Geonwoo. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3821-:d:1535312.

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2025Attitudes Towards Climate Change and Energy Demand: Evidence from the European Social Survey. (2025). Sironi, Emiliano ; Sergi, Bruno S ; Campagnola, Giacomo. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4661-:d:1659255.

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2025Economic Insecurity, Memory Effects and Allocations Choices. (2025). Fabbri, Giorgio ; Augeraud-Vron, Emmanuelle. In: Working Papers. RePEc:gbl:wpaper:2025-03.

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2025Bias Correction in the Least-Squares Monte Carlo Algorithm. (2025). Stentoft, Lars ; Reesor, Mark R ; Boire, Franois-Michel. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10663-9.

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2025A general machine learning framework of real-time evaluation for financial derivatives portfolios. (2025). Ye, Tingting ; Yang, Qing ; Zhang, Liangliang ; Tian, Ruyan. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:2:d:10.1007_s11147-025-09216-5.

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2024Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Jang, Chul ; Clare, Andrew. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9.

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2024Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data. (2024). Lleo, Sebastien ; Davis, Mark. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05130-3.

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2024Bridging socioeconomic pathways of $$\textrm{CO}_2$$ CO 2 emission and credit risk. (2024). Bourgey, Florian ; Jiao, Ying ; Gobet, Emmanuel. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05135-y.

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2024Optimal liquidation policies of redeemable shares. (2024). Battauz, Anna ; Rotondi, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00526-x.

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2025American options with liquidation penalties. (2025). Sbuelz, Alessandro ; Donno, Marzia ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:1:d:10.1007_s10287-025-00533-6.

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2025American options with acceleration clauses. (2025). Battauz, Anna ; Staffolani, Sara. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00446-0.

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2024Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting. (2024). Siu, Tak Kuen ; Wang, Yike ; Liu, Jingzhen. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:1:d:10.1007_s00780-023-00510-4.

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2025Equilibrium with heterogeneous information flows. (2025). Robertson, Scott. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00565-5.

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2024Human capital and portfolio choice: borrowing constraint and reversible retirement. (2024). Kwak, Minsuk ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00362-2.

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2024A mean field game approach to relative investment–consumption games with habit formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00360-4.

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2024Contrarians, extrapolators, and stock market momentum and reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Other publications TiSEM. RePEc:tiu:tiutis:03234c35-3504-48b5-ba41-43f3c338170a.

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2024Mean Field Equilibrium Asset Pricing Model with Habit Formation. (2024). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1229.

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2024An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options. (2024). Ruan, Xinfeng ; Li, Weihan ; Aschakulporn, Pakorn ; Zhang, Jine. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1117-1153.

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2024The Pay‐for‐Success Contract: A Valuation Note. (2024). Tsekrekos, Andrianos ; Andrikopoulos, Andreas. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1465-1473.

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2025Appraising Model Complexity in Option Pricing. (2025). Esposito, Francesco ; Cummins, Mark. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:455-472.

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Works by Jerome Detemple:

YearTitleTypeCited
2009Life-Cycle Finance and the Design of Pension Plans In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article25
2014Optimal Exercise for Derivative Securities In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article6
2017On American VIX options under the generalized 3/2 and 1/2 models In: Papers.
[Full Text][Citation analysis]		paper8
2018On American VIX options under the generalized 3/2 and 1/2 models.(2018) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2017American Options with Discontinuous Two-Level Caps In: Papers.
[Full Text][Citation analysis]		paper0
2024Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility In: Papers.
[Full Text][Citation analysis]		paper2
2025Dynamic equilibrium with insider information and general uninformed agent utility.(2025) In: Mathematical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
1986 Asset Pricing in a Production Economy with Incomplete Information. In: Journal of Finance.
[Full Text][Citation analysis]		article139
1988 On the Optimal Hedge of a Nontraded Cash Position. In: Journal of Finance.
[Full Text][Citation analysis]		article21
2003A Monte Carlo Method for Optimal Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article124
2000A Monte-Carlo Method for Optimal Portfolios.(2000) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2005CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS In: Mathematical Finance.
[Full Text][Citation analysis]		article20
1992Optimal Consumption‐Portfolio Policies With Habit Formation1 In: Mathematical Finance.
[Full Text][Citation analysis]		article34
1997The Valuation of American Options on Multiple Assets In: Mathematical Finance.
[Full Text][Citation analysis]		article59
1994The Valuation of American Options on Multiple Assets.(1994) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2013Asset Pricing with Regime-Dependent Preferences and Learning In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper11
2023Volatility during the COVID-19 Pandemic In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2003Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper16
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1994American Capped Call Options on Dividend Paying Assets In: CIRANO Working Papers.
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1994American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods In: CIRANO Working Papers.
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1999Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach In: CIRANO Working Papers.
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1989OPTION LISTING AND STOCK RETURNS. In: Columbia - Graduate School of Business.
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