Etienne Chevalier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
American options in the Volterra Heston model SIAM Journal on Financial Mathematics	2022-05-31	Paper
Optimal dividend and capital structure with debt covenants Journal of Optimization Theory and Applications	2021-05-11	Paper
Indifference fee rate for variable annuities Applied Mathematical Finance	2018-09-06	Paper
Optimal market dealing under constraints Journal of Optimization Theory and Applications	2017-09-01	Paper
Liquidity risk and optimal dividend/investment strategies Mathematics and Financial Economics	2017-01-31	Paper
Optimal execution cost for liquidation through a limit order market International Journal of Theoretical and Applied Finance	2016-04-01	Paper
Max-min optimization problem for variable annuities pricing International Journal of Theoretical and Applied Finance	2016-02-03	Paper
Optimal exit strategies for investment projects Journal of Mathematical Analysis and Applications	2015-01-30	Paper
An optimal dividend and investment control problem under debt constraints SIAM Journal on Financial Mathematics	2014-01-23	Paper
Exercise boundary near maturity for an American option on several assets Stochastic Analysis and Applications	2010-08-11	Paper
On the American Option Value Near its Exercise Region Progress in Industrial Mathematics at ECMI 2006	2009-03-31	Paper
scientific article; zbMATH DE number 5152215 (Why is no real title available?)	2007-05-11	Paper
Optimal early retirement near the expiration of a pension plan Finance and Stochastics	2006-12-08	Paper
CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL Mathematical Finance	2005-09-28	Paper

Research outcomes over time

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