Optimal Early Retirement Near the Expiration of a Pension Plan. - Etienne Chevalier (Finance Stochastics, 2006)

An Optimal Dividend and Investment Control Problem under Debt Constraints. - Etienne Chevalier; Vathana Ly Vath; Simone Scotti (SIAM J. Financial Math., 2013)

Optimal Market Dealing Under Constraints. - Etienne Chevalier; M'hamed Gaïgi; Vathana Ly Vath; Mohamed Mnif (J. Optim. Theory Appl., 2017)

Optimal Dividend and Capital Structure with Debt Covenants. - Etienne Chevalier; Vathana Ly Vath; Alexandre Roch (J. Optim. Theory Appl., 2020)

American Options in the Volterra Heston Model. - Etienne Chevalier; Sergio Pulido; Elizabeth Zúniga (SIAM J. Financial Math., 2022)