Stéphane Villeneuve

According to our database, Stéphane Villeneuve authored at least 13 papers between 1999 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Swarm gradient dynamics for global optimization: the mean-field limit case.

Jérôme Bolte, Laurent Miclo, Stéphane Villeneuve

Math. Program., May, 2024

2022

Learning about profitability and dynamic cash management.

Jean-Paul Décamps, Stéphane Villeneuve

J. Econ. Theory, 2022

2021

A Dynkin Game on Assets with Incomplete Information on the Return.

Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve

Math. Oper. Res., 2021

On the forward algorithm for stopping problems on continuous-time Markov chains.

Laurent Miclo, Stéphane Villeneuve

J. Appl. Probab., 2021

2019

A two-dimensional control problem arising from dynamic contracting theory.

Jean-Paul Décamps, Stéphane Villeneuve

Finance Stochastics, 2019

2017

Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.

Erwan Pierre, Stéphane Villeneuve, Xavier Warin

SIAM J. Financial Math., 2017

2016

Liquidity management with decreasing returns to scale and secured credit line.

Erwan Pierre, Stéphane Villeneuve, Xavier Warin

Finance Stochastics, 2016

2010

Technology choice under several uncertainty sources.

Catherine Bobtcheff, Stéphane Villeneuve

Eur. J. Oper. Res., 2010

2009

Investment Timing Under Incomplete Information: Erratum.

Jean-Paul Décamps, Thomas Mariotti, Stéphane Villeneuve

Math. Oper. Res., 2009

2007

Optimal dividend policy and growth option.

Jean-Paul Décamps, Stéphane Villeneuve

Finance Stochastics, 2007

2005

Investment Timing Under Incomplete Information.

Jean-Paul Décamps, Thomas Mariotti, Stéphane Villeneuve

Math. Oper. Res., 2005

2002

Parabolic ADI Methods for Pricing America Options on Two Stocks.

Stéphane Villeneuve, Antonino Zanette

Math. Oper. Res., 2002

1999

Exercise regions of American options on several assets.

Stéphane Villeneuve

Finance Stochastics, 1999