Number of items: 6.

Décamps, Jean-PaulIdRef and Villeneuve, StéphaneIdRef (2019) A two-dimensional control problem arising from dynamic contracting theory. Finance and Stochastics, vol. 23 (n° 1). pp. 1-28.

Pierre, Erwan, Villeneuve, StéphaneIdRef and Warin, XavierIdRef (2016) Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line. Finance and Stochastics, 20 (4). pp. 809-854.

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

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

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

Villeneuve, StéphaneIdRef (1999) Exercise Regions of American Options on Several Assets. Finance and Stochastics, 3. pp. 295-322.

This list was generated on Sun Jun 29 18:04:51 2025 CEST.