Article

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.

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.

Monograph

Pierre, Erwan, Villeneuve, Stéphane and Warin, Xavier (2016) Numerical approximation of a cash-constrained firm value with investment opportunities. TSE Working Paper, n. 16-637, Toulouse

Pierre, Erwan, Villeneuve, Stéphane and Warin, Xavier (2014) Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line. TSE Working Paper, n. 14-542, Toulouse

Villeneuve, Stéphane and Warin, Xavier (2012) Optimal Liquidity Management and Hedging in the presence of a non predictable investment opportunity. TSE Working Paper, n. 12-266, Toulouse