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Number of items: 3.
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.