Costa, Manon, Gadat, SébastienORCID: https://orcid.org/0000-0003-1623-8550 and Huang, Lorick (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics, Vol. 29. pp. 609-664.

Abi Jaber, EduardoORCID: https://orcid.org/0000-0003-3213-1905 and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2025) Gaussian Agency problems with memory and Linear Contracts. Finance and Stochastics, 29. 143–176-143–176.

Décamps, Jean-Paul and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2019) A two-dimensional control problem arising from dynamic contracting theory. Finance and Stochastics, vol. 23 (n° 1). pp. 1-28.

Pierre, Erwan, Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 and Warin, Xavier (2016) Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line. Finance and Stochastics, 20 (4). pp. 809-854.

Décamps, Jean-Paul and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2007) Optimal Dividend Policy and Growth Option. Finance and Stochastics, 11. pp. 3-27.

Cont, Rama and Voltchkova, Ekaterina (2005) Integro-Differential Equations for Option Prices in Exponential Lévy Models. Finance and Stochastics, 9 (3). pp. 299-325.

Lesne, Jean-Philippe, Prigent, J. L and Scaillet, Olivier (2000) Convergence of discrete time option pricing models under stochastic interest rates. Finance and Stochastics, 4.

Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (1999) Exercise Regions of American Options on Several Assets. Finance and Stochastics, 3. pp. 295-322.