Article

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).

Villeneuve, Stéphane and Martin, Jessica (2023) A Class of Explicit optimal contracts in the face of shutdown. Decisions in Economics and Finance, vol. 46. pp. 1-43.

Décamps, Jean-Paul and Villeneuve, Stéphane (2022) Learning about profitability and dynamic cash management. Journal of Economic Theory, vol. 205.

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.

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.

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.

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.

Décamps, Jean-Paul and Villeneuve, Stéphane (2014) Rethinking Dynamic Capital Structure Models with Roll-Over Debt. Mathematical Finance, 24 (1). pp. 66-96.

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.

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

Biais, Bruno, Mariotti, Thomas, Rochet, Jean-Charles and Villeneuve, Stéphane (2010) Large Risks, Limited Liability, and Dynamic Moral Hazard. Econometrica, vol. 78 (n° 1). pp. 73-118.

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.

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.

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.

Décamps, Jean-Paul and Villeneuve, Stéphane (2007) Optimal Dividend Policy and Growth Option. Finance and Stochastics, 11. pp. 3-27.

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.

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.

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.

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.

Book Section

Villeneuve, Stéphane (2013) Optimal Investment under liquidity constraints. In: Real Options, Ambiguity, Risk and Insurance IOS Press. ISBN 978-1-61499-237-0

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

Monograph

Villeneuve, Stéphane, Biais, Bruno, Gersbach, Hans, Rochet, Jean-Charles and von Thadden, Ernst-Ludwig (2024) Dynamic contracting with many agents. TSE Working Paper, n. 24-1511, Toulouse

Gadat, Sébastien and Villeneuve, Stéphane (2023) Parsimonious Wasserstein Text-mining. TSE Working Paper, n. 23-1471, Toulouse

Dammann, Felix, Rodosthenous, Néofytos and Villeneuve, Stéphane (2023) Debt management game and debt ceiling. TSE Working Paper, n. 23-1430, Toulouse

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

Décamps, Jean-Paul and Villeneuve, Stéphane (2022) Learning about profitability and dynamic cash management. TSE Working Paper, n. 22-1301, Toulouse

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 (2018) A two-dimensional control problem arising from dynamic contracting theory. TSE Working Paper, n. 18-884, Toulouse

De Angelis, Tiziano, Gensbittel, Fabien and Villeneuve, Stéphane (2017) A Dynkin game on assets with incomplete information on the return. TSE Working Paper, n. 17-815, Toulouse

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

Décamps, Jean-Paul and Villeneuve, Stéphane (2015) Integrating profitability prospects and cash management. TSE Working Paper, n. 15-570

Décamps, Jean-Paul, Gryglewicz, S., Morellec, E. and Villeneuve, Stéphane (2015) Corporate Policies with Temporary and Permanent Shocks. TSE Working Paper, n. 15-552, 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

Pouget, Sébastien and Villeneuve, Stéphane (2012) A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. TSE Working Paper, n. 12-306, 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

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

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

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

Décamps, Jean-Paul and Villeneuve, Stéphane (2005) Optimal Dividend Policy and Growth Option. IDEI Working Paper, n. 369

Rochet, Jean-Charles and Villeneuve, Stéphane (2004) Liquidity Risk and Corporate Demand for Hedging and Insurance. IDEI Working Paper, n. 254

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2003) Irreversible Investment in Alternative Projects. IDEI Working Paper, n. 193

Décamps, Jean-Paul and Villeneuve, Stéphane (2003) Irreversible Investment: The Viewpoint of the Outside Financier. IDEI Working Paper, n. 247

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2000) Investment Timing under Incomplete Information. IDEI Working Paper, n. 115