{"id":10081,"date":"2024-08-06T16:45:17","date_gmt":"2024-08-06T20:45:17","guid":{"rendered":"https:\/\/www.bu.edu\/questrom\/profiles\/jerome-detemple\/"},"modified":"2026-06-22T15:58:20","modified_gmt":"2026-06-22T19:58:20","slug":"jerome-detemple","status":"publish","type":"profiles","link":"https:\/\/www.bu.edu\/questrom\/profiles\/jerome-detemple\/","title":{"rendered":"Jerome Detemple"},"content":{"rendered":"\n<div class=\"wp-block-group alignfull profile__standard-wrapper has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n<div class=\"wp-block-columns profile__columns is-layout-flex wp-container-core-columns-is-layout-28f84493 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column profile__left-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\"><figure class=\"profile__image wp-block-post-featured-image\"><img decoding=\"async\" alt=\"Jerome Detemple\" style=\"object-fit:contain\" class=\"wp-post-image\" src=\"http:\/\/questromapps.bu.edu\/images\/facstaff\/DetempleJerome.jpg\" \/><\/figure>\n\n<aside class=\"profile__contact profile__contact--api wp-block-amp-profile-contact\" itemscope itemtype=\"http:\/\/schema.org\/Person\">\n  <h5>Contact<\/h5>\n  <div class=\"profile__contact-row\">\n          <div class=\"profile__contact-cell profile__contact-cell--phone\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Phone\n      <\/h6>\n      <p class=\"has-p-2-font-size\" itemprop=\"telephone\">\n        617-353-4297      <\/p>\n    <\/div>\n              <div class=\"profile__contact-cell profile__contact-cell--email\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Email\n      <\/h6>\n      <p class=\"has-p-2-font-size\">\n        <a href=\"mailto:detemple@bu.edu\" itemprop=\"email\">\n          detemple@bu.edu        <\/a>\n      <\/p>\n    <\/div>\n          <\/div>\n\n      <div class=\"profile__contact-buttons\">\n              <div class=\"wp-block-button is-style-primary-button\">\n          <a class=\"wp-block-button__link wp-element-button\" href=\"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Detemple_Jerome_CV.pdf\">\n            Download CV\n          <\/a>\n        <\/div>\n                    <div class=\"wp-block-button is-style-primary-button\">\n          <a class=\"wp-block-button__link wp-element-button\" href=\"http:\/\/www.amazon.com\/American-Style-Derivatives-Valuation-Computation-Mathematics\/dp\/158488567X\/ref=sr_1_1?s=books&#038;ie=UTF8&#038;qid=\" itemprop=\"url\">\n            Visit Website\n          <\/a>\n        <\/div>\n          <\/div>\n  \n      <div class=\"profile__contact-row\">\n\n              <div class=\"profile__contact-cell profile__contact-cell--office\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n          Office\n        <\/h6>\n        <p class=\"has-p-2-font-size\" itemprop=\"workLocation\">\n          546A        <\/p>\n      <\/div>\n                    <div class=\"profile__contact-cell profile__contact-cell--bu\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px\">\n            Boston University <br \/>\n            Questrom School of Business\n          <\/h6>\n                        <p class=\"has-p-2-font-size\" itemprop=\"address\">\n                Rafik B. Hariri Building <br \/>\n                595 Commonwealth Avenue <br \/>\n                Boston, MA 02215\n              <\/p>\n                  <\/div>\n          <\/div>\n  <\/aside><\/div>\n\n\n\n<div class=\"wp-block-column profile__right-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group profile__header-container has-global-padding is-layout-constrained wp-container-core-group-is-layout-7db9d80f wp-block-group-is-layout-constrained\" style=\"padding-right:0;padding-left:0\">\n<div class=\"wp-block-group profile__header-content has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\"><h1 class=\"wp-block-post-title\">Jerome Detemple<\/h1>\n\n\n<div class=\"alignfull wp-block-amp-profile-position\">\n\t\t\t<p class=\"has-text-align-left has-text-transform-uppercase has-p-2-font-size\" style=\"text-transform: uppercase; font-weight: 600\">\n\t\t\tMorton H. and Charlotte Friedman Professor in Finance\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n\n\n\n\n\n\n<div class=\"wp-block-amp-profile-data profile-data\"><div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-education\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tEducation\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Doctorat d&#8217;Etat, Universit\u00e9 Louis Pasteur, Strasbourg, France, 1985<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">PhD, University of Pennsylvania, Wharton School, Philadelphia, USA, 1983<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">DEA, Universit\u00e9 Paris-Dauphine, Paris, 1980<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">MA, \u00c9cole Sup\u00e9rieure des Sciences \u00c9conomiques et Commerciales-ESSEC, France, 1979<\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n\n\n\n\n<div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-publications\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tPublications\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Berrada, T., Detemple, J., Rindisbacher, M. (In Press). &#8220;Volatility during the COVID-19 Pandemic&#8221;, <i>Management science<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Kitapbayev, Y. (2025). &#8220;The valuation of corporate securities with finite maturity debt&#8221;, <i>IMA Journal of Management Mathematics<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Robertson, S. (2025). &#8220;Dynamic equilibrium with insider information and general uninformed agent utility&#8221;, <i>Mathematical Finance<\/i>, <i>35<\/i> (1),  111-160<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Rindisbacher, M., Robertson, S. (2020). &#8220;Dynamic Noisy Rational Expectations Equilibrium with Insider Information&#8221;, <i>Econometrica<\/i>, <i>88<\/i> (6),  2697-2737<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Kitapbayev, Y. (2020). &#8220;The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage&#8221;, <i>Review of Financial Studies<\/i>, <i>33<\/i> (7),  3307-3347<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Berrada, T., Detemple, J., Rindisbacher, M. (2018). &#8220;Asset Pricing with Regime Dependent Preferences and Learning&#8221;, <i>Journal of Financial Economics<\/i>, <i>128<\/i> (3),  504-534<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Kitapbayev, Y. (2018). &#8220;On American VIX Options under the Generalized 3\/2 and 1\/2 Models&#8221;, <i>Mathematical Finance<\/i>, <i>28<\/i> (2),  550-581<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Rindisbacher, M. (2013). &#8220;A Structural Model of Dynamic Market Timing&#8221;, <i>Review of Financial Studies<\/i>, <i>26<\/i> (10),  2492-2547<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Rindisbacher, M. (2010). &#8220;Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications&#8221;, <i>Review of Financial Studies<\/i>, <i>23<\/i> (1),  25-100<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J. (2005). &#8220;American-style Derivatives: Valuation and Computation&#8221;, <i>Chapman &#038; Hall\/CRC<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Garcia, R., Rindisbacher, M. (2005). &#8220;Asymptotic properties of Monte Carlo estimators of derivatives&#8221;, <i>Management Science<\/i>, <i>51<\/i> (11),  1657-1675<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Rindisbacher, M. (2005). &#8220;Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints&#8221;, <i>Mathematical Finance<\/i>, <i>15<\/i> (4),  539-568<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Detemple, J. (2004). &#8220;Option pricing: Valuation models and applications&#8221;, <i>Management Science<\/i>, <i>50<\/i> (9),  1145-1177<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Karatzas, I. (2003). &#8220;Non-addictive habits: optimal consumption-portfolio policies&#8221;, <i>Journal of Economic Theory<\/i>, <i>113<\/i> (2),  265-285<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Feng, S., Tian, W. (2003). &#8220;The valuation of American call options on the minimum of two dividend-paying assets&#8221;, <i>Annals of Applied Probability<\/i>, <i>13<\/i> (3),  953-983<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Serrat, A. (2003). &#8220;Dynamic equilibrium with liquidity constraints&#8221;, <i>Review of Financial Studies<\/i>, <i>16<\/i> (2),  597-629<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Garcia, R., Rindisbacher, M. (2003). &#8220;A Monte Carlo method for optimal portfolios&#8221;, <i>Journal of Finance<\/i>, <i>58<\/i> (1),  401-446<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Tian, W. (2002). &#8220;The valuation of American options for a class of diffusion processes&#8221;, <i>Management Science<\/i>, <i>48<\/i> (7),  917-937<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Sundaresan, S. (1999). &#8220;Nontraded asset valuation with portfolio constraints: A binomial approach&#8221;, <i>The Review of Financial Studies<\/i>, <i>12<\/i> (4),  835-872<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Murthy, S. (1997). &#8220;Equilibrium asset prices and no-arbitrage with portfolio constraints&#8221;, <i>Review of Financial Studies<\/i>, <i>10<\/i> (4),  1133-1174<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Detemple, J. (1997). &#8220;The valuation of American options on multiple assets&#8221;, <i>Mathematical Finance<\/i>, <i>7<\/i> (3),  241-286<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Detemple, J. (1996). &#8220;American option valuation: New bounds, approximations, and a comparison of existing methods&#8221;, <i>Review of Financial Studies<\/i>, <i>9<\/i> (4),  1211-1250<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Detemple, J. (1995). &#8220;American Capped Call Options On Dividend-Paying Assets&#8221;, <i>Review of Financial Studies<\/i>, <i>8<\/i> (1),  161-191<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Murthy, S. (1994). &#8220;Intertemporal Asset Pricing With Heterogeneous Beliefs&#8221;, <i>Journal of Economic Theory<\/i>, <i>62<\/i> (2),  294-320<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Zapatero, F. (1992). &#8220;Optimal Consumption-Portfolio Policies With Habit Formation&#8221;, <i>Mathematical Finance<\/i>, <i>2<\/i> (4),  251-274<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J., Zapatero, F. (1991). &#8220;Asset Prices In An Exchange Economy With Habit Formation&#8221;, <i>Econometrica<\/i>, <i>59<\/i> (6),  1633-1657<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Adler, M., Detemple, J. (1988). &#8220;On The Optimal Hedge Of A Nontraded Cash Position&#8221;, <i>Journal of Finance<\/i>, <i>43<\/i> (1),  143-153<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Detemple, J. (1986). &#8220;Asset Pricing In A Production Economy With Incomplete Information&#8221;, <i>Journal of Finance<\/i>, <i>41<\/i> (2),  383-391<\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"featured_media":0,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false,"bu_is_from_api":true,"buID":"U33811842","lastName":"Detemple","firstName":"Jerome","middleName":"B.","suffixName":"","phone":"617-353-4297","email":"detemple@bu.edu","pronouns":"","cv":"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Detemple_Jerome_CV.pdf","website":"http:\/\/www.amazon.com\/American-Style-Derivatives-Valuation-Computation-Mathematics\/dp\/158488567X\/ref=sr_1_1?s=books&ie=UTF8&qid=","office":"546A","address":"595 Commonwealth Ave","bio":"","bu_profile_image_url":"http:\/\/questromapps.bu.edu\/images\/facstaff\/DetempleJerome.jpg","position":["Morton H. and Charlotte Friedman Professor in Finance"],"education":["Doctorat d'Etat, Universit\u00e9 Louis Pasteur, Strasbourg, France, 1985","PhD, University of Pennsylvania, Wharton School, Philadelphia, USA, 1983","DEA, Universit\u00e9 Paris-Dauphine, Paris, 1980","MA, \u00c9cole Sup\u00e9rieure des Sciences \u00c9conomiques et Commerciales-ESSEC, France, 1979"],"publications":["Berrada, T., Detemple, J., Rindisbacher, M. (In Press). \"Volatility during the COVID-19 Pandemic\", <i>Management science<\/i>","Detemple, J., Kitapbayev, Y. (2025). \"The valuation of corporate securities with finite maturity debt\", <i>IMA Journal of Management Mathematics<\/i>","Detemple, J., Robertson, S. (2025). \"Dynamic equilibrium with insider information and general uninformed agent utility\", <i>Mathematical Finance<\/i>, <i>35<\/i> (1),  111-160","Detemple, J., Rindisbacher, M., Robertson, S. (2020). \"Dynamic Noisy Rational Expectations Equilibrium with Insider Information\", <i>Econometrica<\/i>, <i>88<\/i> (6),  2697-2737","Detemple, J., Kitapbayev, Y. (2020). \"The Value of Green Energy: Optimal Investment in Mutually Exclusive Projects and Operating Leverage\", <i>Review of Financial Studies<\/i>, <i>33<\/i> (7),  3307-3347","Berrada, T., Detemple, J., Rindisbacher, M. (2018). \"Asset Pricing with Regime Dependent Preferences and Learning\", <i>Journal of Financial Economics<\/i>, <i>128<\/i> (3),  504-534","Detemple, J., Kitapbayev, Y. (2018). \"On American VIX Options under the Generalized 3\/2 and 1\/2 Models\", <i>Mathematical Finance<\/i>, <i>28<\/i> (2),  550-581","Detemple, J., Rindisbacher, M. (2013). \"A Structural Model of Dynamic Market Timing\", <i>Review of Financial Studies<\/i>, <i>26<\/i> (10),  2492-2547","Detemple, J., Rindisbacher, M. (2010). \"Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications\", <i>Review of Financial Studies<\/i>, <i>23<\/i> (1),  25-100","Detemple, J. (2005). \"American-style Derivatives: Valuation and Computation\", <i>Chapman & Hall\/CRC<\/i>","Detemple, J., Garcia, R., Rindisbacher, M. (2005). \"Asymptotic properties of Monte Carlo estimators of derivatives\", <i>Management Science<\/i>, <i>51<\/i> (11),  1657-1675","Detemple, J., Rindisbacher, M. (2005). \"Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints\", <i>Mathematical Finance<\/i>, <i>15<\/i> (4),  539-568","Broadie, M., Detemple, J. (2004). \"Option pricing: Valuation models and applications\", <i>Management Science<\/i>, <i>50<\/i> (9),  1145-1177","Detemple, J., Karatzas, I. (2003). \"Non-addictive habits: optimal consumption-portfolio policies\", <i>Journal of Economic Theory<\/i>, <i>113<\/i> (2),  265-285","Detemple, J., Feng, S., Tian, W. (2003). \"The valuation of American call options on the minimum of two dividend-paying assets\", <i>Annals of Applied Probability<\/i>, <i>13<\/i> (3),  953-983","Detemple, J., Serrat, A. (2003). \"Dynamic equilibrium with liquidity constraints\", <i>Review of Financial Studies<\/i>, <i>16<\/i> (2),  597-629","Detemple, J., Garcia, R., Rindisbacher, M. (2003). \"A Monte Carlo method for optimal portfolios\", <i>Journal of Finance<\/i>, <i>58<\/i> (1),  401-446","Detemple, J., Tian, W. (2002). \"The valuation of American options for a class of diffusion processes\", <i>Management Science<\/i>, <i>48<\/i> (7),  917-937","Detemple, J., Sundaresan, S. (1999). \"Nontraded asset valuation with portfolio constraints: A binomial approach\", <i>The Review of Financial Studies<\/i>, <i>12<\/i> (4),  835-872","Detemple, J., Murthy, S. (1997). \"Equilibrium asset prices and no-arbitrage with portfolio constraints\", <i>Review of Financial Studies<\/i>, <i>10<\/i> (4),  1133-1174","Broadie, M., Detemple, J. (1997). \"The valuation of American options on multiple assets\", <i>Mathematical Finance<\/i>, <i>7<\/i> (3),  241-286","Broadie, M., Detemple, J. (1996). \"American option valuation: New bounds, approximations, and a comparison of existing methods\", <i>Review of Financial Studies<\/i>, <i>9<\/i> (4),  1211-1250","Broadie, M., Detemple, J. (1995). \"American Capped Call Options On Dividend-Paying Assets\", <i>Review of Financial Studies<\/i>, <i>8<\/i> (1),  161-191","Detemple, J., Murthy, S. (1994). \"Intertemporal Asset Pricing With Heterogeneous Beliefs\", <i>Journal of Economic Theory<\/i>, <i>62<\/i> (2),  294-320","Detemple, J., Zapatero, F. (1992). \"Optimal Consumption-Portfolio Policies With Habit Formation\", <i>Mathematical Finance<\/i>, <i>2<\/i> (4),  251-274","Detemple, J., Zapatero, F. (1991). \"Asset Prices In An Exchange Economy With Habit Formation\", <i>Econometrica<\/i>, <i>59<\/i> (6),  1633-1657","Adler, M., Detemple, J. (1988). \"On The Optimal Hedge Of A Nontraded Cash Position\", <i>Journal of Finance<\/i>, <i>43<\/i> (1),  143-153","Detemple, J. 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