Etienne Chevalier

Available identifiers

Publication	Date of Publication	Type
American options in the Volterra Heston model	2022-05-31	Paper
Optimal dividend and capital structure with debt covenants	2021-05-11	Paper
Indifference fee rate for variable annuities	2018-09-06	Paper
Optimal market dealing under constraints	2017-09-01	Paper
Liquidity risk and optimal dividend/investment strategies	2017-01-31	Paper
Optimal execution cost for liquidation through a limit order market	2016-04-01	Paper
Max-min optimization problem for variable annuities pricing	2016-02-03	Paper
Optimal exit strategies for investment projects	2015-01-30	Paper
An optimal dividend and investment control problem under debt constraints	2014-01-23	Paper
Exercise boundary near maturity for an American option on several assets	2010-08-11	Paper
On the American Option Value Near its Exercise Region	2009-03-31	Paper
https://portal.mardi4nfdi.de/entity/Q3436966	2007-05-11	Paper
Optimal early retirement near the expiration of a pension plan	2006-12-08	Paper
CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL	2005-09-28	Paper

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