Stéphane Villeneuve

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2024 J jnl
Swarm gradient dynamics for global optimization: the mean-field limit case.
Math. Program.
Jérôme Bolte, Laurent Miclo, Stéphane Villeneuve
2022 J jnl
Learning about profitability and dynamic cash management.
J. Econ. Theory
Jean-Paul Décamps, Stéphane Villeneuve
2021 J jnl
A Dynkin Game on Assets with Incomplete Information on the Return.
Math. Oper. Res.
Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve
2021 J jnl
On the forward algorithm for stopping problems on continuous-time Markov chains.
J. Appl. Probab.
Laurent Miclo, Stéphane Villeneuve
2019 J jnl
A two-dimensional control problem arising from dynamic contracting theory.
Finance Stochastics
Jean-Paul Décamps, Stéphane Villeneuve
2017 J jnl
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.
SIAM J. Financial Math.
Erwan Pierre, Stéphane Villeneuve, Xavier Warin
2016 J jnl
Liquidity management with decreasing returns to scale and secured credit line.
Finance Stochastics
Erwan Pierre, Stéphane Villeneuve, Xavier Warin
2010 J jnl
Technology choice under several uncertainty sources.
Eur. J. Oper. Res.
Catherine Bobtcheff, Stéphane Villeneuve
2009 J jnl
Investment Timing Under Incomplete Information: Erratum.
Math. Oper. Res.
Jean-Paul Décamps, Thomas Mariotti, Stéphane Villeneuve
2007 J jnl
Optimal dividend policy and growth option.
Finance Stochastics
Jean-Paul Décamps, Stéphane Villeneuve
2005 J jnl
Investment Timing Under Incomplete Information.
Math. Oper. Res.
Jean-Paul Décamps, Thomas Mariotti, Stéphane Villeneuve
2002 J jnl
Parabolic ADI Methods for Pricing America Options on Two Stocks.
Math. Oper. Res.
Stéphane Villeneuve, Antonino Zanette
1999 J jnl
Exercise regions of American options on several assets.
Finance Stochastics
Stéphane Villeneuve