Stéphane Villeneuve

Stéphane Villeneuve, “Alternating Direction Implicit Method”, in Encyclopedia of Quantitative Finance, Rama Cont (ed.), Wiley Sons Ltd: Chichester, 2010, pp. 30–37.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Investment Timing Under Incomplete Information: Erratum”, Mathematics of Operations Research, vol. 34, n. 1, February 2009, pp. 255–256.

Pham Huyen, Ly Vath Vathana, and Stéphane Villeneuve, “A Mixed Singular/Switching Control Problem for a Dividend Policy with Reversible Technology Investment”, Annals of Applied Probability, vol. 18, n. 3, May 2008, pp. 1164–1200.

Stéphane Villeneuve, “On the Threshold Strategies ans Smooth-Fit Principle for Optimal Stopping Problems”, Journal of Applied Probability, vol. 44, n. 1, March 2007, pp. 181–198.

Jean-Paul Décamps, and Stéphane Villeneuve, “Optimal Dividend Policy and Growth Option”, Finance and Stochastics, vol. 11, 2007, pp. 3–27.

Erik Ekstrom, and Stéphane Villeneuve, “On the Value of Optimal Stopping Games”, Annals of Applied Probability, vol. 16, n. 3, August 2006, pp. 1576–1596.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Irreversible Investment in Alternative Projects”, Economic Theory, Springer Berlin / Heidelberg, vol. 28, n. 2, June 2006, pp. 425–448.

Jean-Paul Décamps, Thomas Mariotti, and Stéphane Villeneuve, “Investment Timing under Incomplete Information”, Mathematics of Operations Research, vol. 30, n. 2, May 2005, pp. 472–500.

Jean-Charles Rochet, and Stéphane Villeneuve, “Corporate Portfolio Management”, Annals of Finance, vol. 1, n. 3, 2005, pp. 225–243.

D. Lamberton, and Stéphane Villeneuve, “Critical Price near Maturity for an American Option on a Dividend-Paying Stock”, Annals of Applied Probability, vol. 13, 2003, pp. 800–815.

Stéphane Villeneuve, and A. Zanette, “Parabolic A.D.I. Methods for Pricing American Options on two Stocks”, Mathematics of Operations Research, vol. 27, 2002, pp. 121–149.

M. Chesney, H. Louberge, and Stéphane Villeneuve, “Long Term Risk Management of Nuclear Waste”, Journal of Economic Dynamics and Control, vol. 27, 2002, pp. 157–180.

Stéphane Villeneuve, “Exercise Regions of American Options on Several Assets”, Finance and Stochastics, vol. 3, 1999, pp. 295–322.