stephane villeneuve
stephane villeneuve
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Large risks, limited liability, and dynamic moral hazard
B Biais, T Mariotti, JC Rochet, S Villeneuve
Econometrica 78 (1), 73-118, 2010
3002010
Irreversible investment in alternative projects
JP Décamps, T Mariotti, S Villeneuve
Economic Theory 28 (2), 425-448, 2006
1512006
Free cash flow, issuance costs, and stock prices
JP Décamps, T Mariotti, JC Rochet, S Villeneuve
The Journal of Finance 66 (5), 1501-1544, 2011
1362011
Investment timing under incomplete information
JP Décamps, T Mariotti, S Villeneuve
Mathematics of Operations Research 30 (2), 472-500, 2005
1232005
Exercise regions of American options on several assets
S Villeneuve
Finance and Stochastics 3 (3), 295-322, 1999
951999
Optimal dividend policy and growth option
JP Décamps, S Villeneuve
Finance and Stochastics 11 (1), 3-27, 2007
872007
On threshold strategies and the smooth-fit principle for optimal stopping problems
S Villeneuve
Journal of Applied Probability 44 (1), 181-198, 2007
752007
Parabolic ADI methods for pricing American options on two stocks
S Villeneuve, A Zanette
Mathematics of Operations Research 27 (1), 121-149, 2002
692002
Long-term risk management of nuclear waste: a real options approach
H Loubergé, S Villeneuve, M Chesney
Journal of Economic Dynamics and Control 27 (1), 157-180, 2002
622002
Critical price near maturity for an American option on a dividend-paying stock
D Lamberton, S Villeneuve
The Annals of Applied Probability 13 (2), 800-815, 2003
552003
On the value of optimal stopping games
E Ekström, S Villeneuve
The Annals of Applied Probability 16 (3), 1576-1596, 2006
492006
A mind is a terrible thing to change: confirmatory bias in financial markets
S Pouget, J Sauvagnat, S Villeneuve
The Review of Financial Studies 30 (6), 2066-2109, 2017
402017
A mixed singular/switching control problem for a dividend policy with reversible technology investment
VL Vath, H Pham, S Villeneuve
The Annals of Applied Probability 18 (3), 1164-1200, 2008
392008
Corporate policies with permanent and transitory shocks
JP Decamps, S Gryglewicz, E Morellec, S Villeneuve
The Review of Financial Studies, hhw078, 2016
352016
Liquidity management and corporate demand for hedging and insurance
JC Rochet, S Villeneuve
Journal of Financial Intermediation 20 (3), 303-323, 2011
322011
Technology choice under several uncertainty sources
C Bobtcheff, S Villeneuve
European Journal of Operational Research 206 (3), 586-600, 2010
292010
Liquidity risk and corporate demand for hedging and insurance
JC Rochet, S Villeneuve
CEPR Discussion Paper, 2004
232004
Adaptive finite element methods for local volatility European option pricing
A Ern, S Villeneuve, A Zanette
International Journal of Theoretical and Applied Finance 7 (06), 659-684, 2004
192004
Rethinking Dynamic Capital Structure Models with Roll‐Over Debt
JP Décamps, S Villeneuve
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
172014
Corporate portfolio management
JC Rochet, S Villeneuve
Annals of Finance 1 (3), 225-243, 2005
162005
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