Exercise regions of American options on several assets. - Stéphane Villeneuve (Finance Stochastics, 1999)

Parabolic ADI Methods for Pricing America Options on Two Stocks. - Stéphane Villeneuve; Antonino Zanette (Math. Oper. Res., 2002)

Investment Timing Under Incomplete Information. - Jean-Paul Décamps; Thomas Mariotti; Stéphane Villeneuve (Math. Oper. Res., 2005)

Optimal dividend policy and growth option. - Jean-Paul Décamps; Stéphane Villeneuve (Finance Stochastics, 2007)

Investment Timing Under Incomplete Information: Erratum. - Jean-Paul Décamps; Thomas Mariotti; Stéphane Villeneuve (Math. Oper. Res., 2009)

Technology choice under several uncertainty sources. - Catherine Bobtcheff; Stéphane Villeneuve (Eur. J. Oper. Res., 2010)

Liquidity management with decreasing returns to scale and secured credit line. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (Finance Stochastics, 2016)

Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (SIAM J. Financial Math., 2017)

A two-dimensional control problem arising from dynamic contracting theory. - Jean-Paul Décamps; Stéphane Villeneuve (Finance Stochastics, 2019)

On the forward algorithm for stopping problems on continuous-time Markov chains. - Laurent Miclo; Stéphane Villeneuve (J. Appl. Probab., 2021)

A Dynkin Game on Assets with Incomplete Information on the Return. - Tiziano De Angelis; Fabien Gensbittel; Stéphane Villeneuve (Math. Oper. Res., 2021)

Learning about profitability and dynamic cash management. - Jean-Paul Décamps; Stéphane Villeneuve (J. Econ. Theory, 2022)

Swarm gradient dynamics for global optimization: the mean-field limit case. - Jérôme Bolte; Laurent Miclo; Stéphane Villeneuve (Math. Program., 2024)