Toulouse 1 Capitole Publications

Browse by Publication

Up a level
Export as [feed] RSS
Number of items: 5.

Pierre, Erwan, Villeneuve, Stéphane and Warin, Xavier (2016) Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line. Finance and Stochastics, 20 (4). pp. 809-854.

Décamps, Jean-Paul and Villeneuve, Stéphane (2007) Optimal Dividend Policy and Growth Option. Finance and Stochastics, 11. pp. 3-27.

Cont, Rama and Voltchkova, Ekaterina (2005) Integro-Differential Equations for Option Prices in Exponential Lévy Models. Finance and Stochastics, 9 (3). pp. 299-325.

Lesne, Jean-Philippe, Prigent, J.L and Scaillet, Olivier (2000) Convergence of discrete time option pricing models under stochastic interest rates. Finance and Stochastics, 4.

Villeneuve, Stéphane (1999) Exercise Regions of American Options on Several Assets. Finance and Stochastics, 3. pp. 295-322.

This list was generated on Thu Aug 17 20:12:01 2017 CEST.