Aleksian, Ashot and Villeneuve, Stéphane (2025) Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications. TSE Working Paper, n. 25-1612, Toulouse

Dammann, Felix, Rodosthenous, Néofytos and Villeneuve, Stéphane (2024) A stochastic non-zero-sum game of controlling the debt-to-GDP ratio. Applied Mathematics & Optimization, vol. 90 (N° 52).

Bolte, Jérôme, Miclo, Laurent and Villeneuve, Stéphane (2024) Swarm gradient dynamics for global optimization: the mean-field limit case. Mathematical Programming, Vol. 205. pp. 661-701.

Villeneuve, Stéphane, Biais, Bruno, Gersbach, Hans, Rochet, Jean-Charles and von Thadden, Ernst-Ludwig (2024) Dynamic contracting with many agents. TSE Working Paper, n. 24-1511, Toulouse

De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane (2023) Nash equilibria for dividend distribution with competition. TSE Working Paper, n. 23-1495, Toulouse

Gadat, Sébastien and Villeneuve, Stéphane (2023) Parsimonious Wasserstein Text-mining. TSE Working Paper, n. 23-1471, Toulouse

Dammann, Felix, Rodosthenous, Néofytos and Villeneuve, Stéphane (2023) Debt management game and debt ceiling. TSE Working Paper, n. 23-1430, Toulouse

Villeneuve, Stéphane and Martin, Jessica (2023) A Class of Explicit optimal contracts in the face of shutdown. Decisions in Economics and Finance, vol. 46. pp. 1-23.

Décamps, Jean-Paul and Villeneuve, Stéphane (2022) Learning about profitability and dynamic cash management. Journal of Economic Theory, vol. 205.

Abi Jaber, Eduardo and Villeneuve, Stéphane (2022) Gaussian Agency problems with memory and Linear Contracts. TSE Working Paper, n. 22-1363, Toulouse

Miclo, Laurent and Villeneuve, Stéphane (2021) On the forward algorithm for stopping problems on continuous-time Markov chains. Journal of Applied Probability, vol. 58 (n° 4). pp. 1043-1063.

De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane (2021) A Dynkin game on assets with incomplete information on the return. Mathematics of Operations Research, vol.10 (n° 1). pp. 28-60.

Décamps, Jean-Paul and Villeneuve, Stéphane (2019) Dynamics of cash holdings, learning about profitability, and access to the market. TSE Working Paper, n. 19-1046, Toulouse

Décamps, Jean-Paul and Villeneuve, Stéphane (2019) A two-dimensional control problem arising from dynamic contracting theory. Finance and Stochastics, vol. 23 (n° 1). pp. 1-28.

Pouget, Sébastien, Sauvagnat, Julien and Villeneuve, Stéphane (2017) A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. Review of Financial Studies, 30 (6). pp. 2066-2109.

Décamps, Jean-Paul, Gryglewicz, S., Morellec, E. and Villeneuve, Stéphane (2017) Corporate Policies with Temporary and Permanent Shocks. Review of Financial Studies, 30 (1). pp. 162-210.

Décamps, Jean-Paul and Villeneuve, Stéphane (2017) Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? : How Far Can Insurance Companies Invest in SMEs Debt Financing? Revue d'économie financière (126). pp. 231-240.

Pierre, Erwan, Villeneuve, Stéphane and Warin, Xavier (2017) Numerical approximation of a cash-constrained firm value with investment opportunities. SIAM Journal on Financial Mathematics, 8 (1). pp. 54-81.

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 (2015) Integrating profitability prospects and cash management. TSE Working Paper, n. 15-570

Villeneuve, Stéphane and Warin, Xavier (2014) Optimal Liquidity management and Hedging in the presence of a Non-Predictable Investment Opportunity. Mathematical Finance, vol. 8 (n°2). pp. 193-227.

Décamps, Jean-Paul and Villeneuve, Stéphane (2014) Rethinking Dynamic Capital Structure Models with Roll-Over Debt. Mathematical Finance, 24 (1). pp. 66-96.

Villeneuve, Stéphane (2013) Optimal Investment under liquidity constraints. In: Real Options, Ambiguity, Risk and Insurance IOS Press. ISBN 978-1-61499-237-0

Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2011) Free Cash Flow, Issuance Costs, and Stock Prices. Journal of Finance, 66 (5). pp. 1501-1544.

Rochet, Jean-Charles and Villeneuve, Stéphane (2011) Liquidity Management and Corporate Demand for Hedging and Insurance. Journal of Financial Intermediation, 3. pp. 300-323.

Bobtcheff, Catherine and Villeneuve, Stéphane (2010) Technology Choice under Several Uncertainty Sources. European Journal of Operational Research, 206 (n°3). pp. 586-600.

Biais, Bruno, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2010) Large Risks, Limited Liability, and Dynamic Moral Hazard. Econometrica, vol. 78 (n° 1). pp. 73-118.

Villeneuve, Stéphane (2010) Alternating Direction Implicit Method. In: Encyclopedia of Quantitative Finance Wiley Sons Ltd: Chichester. pp. 30-37. ISBN 9780470057568

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

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, 34 (1). pp. 255-256.

Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2008) Free Cash-Flow, Issuance Costs and Stock Price Volatility. IDEI Working Paper, n. 518, Toulouse

Huyen, Pham, Vathana, Ly Vath and Villeneuve, Stéphane (2008) A Mixed Singular/Switching Control Problem for a Dividend Policy with Reversible Technology Investment. Annals of Applied Probability, 18 (3). pp. 1164-1200.

Villeneuve, Stéphane (2007) On the Threshold Strategies ans Smooth-Fit Principle for Optimal Stopping Problems. Journal of Applied Probability, 44 (n°1). pp. 181-198.

Léautier, Thomas-Olivier, Rochet, Jean-Charles and Villeneuve, Stéphane (2007) Defining Risk Apetite. IDEI Working Paper, n. 513

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

Ekstrom, Erik and Villeneuve, Stéphane (2006) On the Value of Optimal Stopping Games. Annals of Applied Probability, 16 (3). pp. 1576-1596.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2006) Irreversible Investment in Alternative Projects. Economic Theory, 28 (2). pp. 425-448.

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2005) Investment Timing under Incomplete Information. Mathematics of Operations Research, 30 (2). pp. 472-500.

Rochet, Jean-Charles and Villeneuve, Stéphane (2005) Corporate Portfolio Management. Annals of Finance, 1 (3). pp. 225-243.

Rochet, Jean-Charles and Villeneuve, Stéphane (2004) Liquidity Risk and Corporate Demand for Hedging and Insurance. IDEI Working Paper, n. 254

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

Décamps, Jean-Paul and Villeneuve, Stéphane (2003) Irreversible Investment: The Viewpoint of the Outside Financier. IDEI Working Paper, n. 247

Chesney, M., Louberge, H. and Villeneuve, Stéphane (2002) Long Term Risk Management of Nuclear Waste. Journal of Economic Dynamics and Control, 27. pp. 157-180.

Villeneuve, Stéphane and Zanette, A. (2002) Parabolic A.D.I. Methods for Pricing American Options on two Stocks. Mathematics of Operations Research, 27. pp. 121-149.

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