1999
Villeneuve, Stéphane
(1999)
Exercise Regions of American Options on Several Assets.
Finance and Stochastics, 3.
pp. 295-322.
2002
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.
2003
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
2004
Rochet, Jean-Charles and Villeneuve, Stéphane
(2004)
Liquidity Risk and Corporate Demand for Hedging and Insurance.
IDEI Working Paper, n. 254
2005
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.
2006
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.
2007
Biais, Bruno, Mariotti, Thomas
, Rochet, Jean-Charles
and Villeneuve, Stéphane
(2007)
Large Risks, Limited Liability and Dynamic Moral Hazard.
IDEI Working Paper, n. 472, Toulouse
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.
2008
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.
2009
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.
2010
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
2011
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.
2013
Villeneuve, Stéphane
(2013)
Optimal Investment under liquidity constraints.
In: Real Options, Ambiguity, Risk and Insurance
IOS Press.
ISBN 978-1-61499-237-0
2014
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.
2015
Décamps, Jean-Paul and Villeneuve, Stéphane
(2015)
Integrating profitability prospects and cash management.
TSE Working Paper, n. 15-570
2016
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.
2017
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.
2019
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.
2021
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.
Villeneuve, Stéphane and Martin, Jessica
(2021)
A class of explicit optimal contracts in the face of shutdown.
TSE Working Paper, n. 21-1183, Toulouse
2022
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
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