Number of items: 3.
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.