De Angelis, TizianoORCID: https://orcid.org/0000-0002-0164-7936, Gensbittel, FabienORCID: https://orcid.org/0000-0002-0949-9456 and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2025) Nash Equilibria for Dividend Distribution with Competition. Mathematics of Operations Research.

Chevalier-Roignant, Benoît, Villeneuve, Stéphane, Delpech, Fabien and Grapotte, May-Line (2025) Coinvestment games under uncertainty. Journal of Economic Dynamics and Control, Vol. 175 (N° 105098).

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).

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

Bolte, Jérôme, Miclo, Laurent and Villeneuve, Stéphane (2022) Swarm gradient dynamics for global optimization: the mean-field limit case. TSE Working Paper, n. 22-1302, Toulouse, France

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

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

Décamps, Jean-Paul and Villeneuve, Stéphane (2009) Rethinking Dynamic Capital Structure Models with Roll-Over Debt. IDEI Working Paper, n. 528

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

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

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.