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

2007

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

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

2009

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.

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

2022

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

2024

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).

2025

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).