Stéphane Villeneuve

Available identifiers

zbMath Open villeneuve.stephaneMaRDI QIDQ331352

List of research outcomes

Publication	Date of Publication	Type
Gaussian agency problems with memory and linear contracts	2025-01-09	Paper
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio	2024-11-24	Paper
Swarm gradient dynamics for global optimization: the mean-field limit case	2024-04-09	Paper
A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio	2023-11-29	Paper
Risk-sharing and optimal contracts with large exogenous risks	2023-06-12	Paper
Learning about profitability and dynamic cash management	2022-11-09	Paper
On the forward algorithm for stopping problems on continuous-time Markov chains	2021-12-01	Paper
A Dynkin Game on Assets with Incomplete Information on the Return	2021-06-03	Paper
On a Monotone Dynamic Approach to Optimal Stopping Problems for Continuous-Time Markov Chains	2019-04-24	Paper
A two-dimensional control problem arising from dynamic contracting theory	2019-01-18	Paper
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities	2017-02-16	Paper
Liquidity management with decreasing returns to scale and secured credit line	2016-10-27	Paper
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity	2014-05-30	Paper
RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT	2014-04-23	Paper
Corporate portfolio management	2012-03-05	Paper
Investment Timing Under Incomplete Information: Erratum	2011-04-27	Paper
Technology choice under several uncertainty sources	2010-06-11	Paper
Large Risks, Limited Liability, and Dynamic Moral Hazard	2010-03-18	Paper
A mixed singular/switching control problem for a dividend policy with reversible technology investment	2008-07-01	Paper
On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems	2008-02-22	Paper
Optimal dividend policy and growth option	2007-12-16	Paper
On the value of optimal stopping games	2007-02-05	Paper
Irreversible investment in alternative projects	2006-06-16	Paper
Parabolic ADI Methods for Pricing American Options on Two Stocks	2005-11-11	Paper
Investment Timing Under Incomplete Information	2005-11-11	Paper
ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING	2005-03-07	Paper
Critical price near maturity for an American option on a dividend-paying stock.	2003-11-17	Paper
Long-term risk management of nuclear waste: A real options approach	2002-09-09	Paper
Exercise regions of American options on several assets	2000-03-01	Paper

Research outcomes over time

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