Stéphane Villeneuve

According to our database1, Stéphane Villeneuve authored at least 9 papers between 1999 and 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
A two-dimensional control problem arising from dynamic contracting theory.
Finance Stochastics, 2019

2017
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.
SIAM J. Financial Math., 2017

2016
Liquidity management with decreasing returns to scale and secured credit line.
Finance Stochastics, 2016

2010
Technology choice under several uncertainty sources.
Eur. J. Oper. Res., 2010

2009
Investment Timing Under Incomplete Information: Erratum.
Math. Oper. Res., 2009

2007
Optimal dividend policy and growth option.
Finance Stochastics, 2007

2005
Investment Timing Under Incomplete Information.
Math. Oper. Res., 2005

2002
Parabolic ADI Methods for Pricing America Options on Two Stocks.
Math. Oper. Res., 2002

1999
Exercise regions of American options on several assets.
Finance Stochastics, 1999


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