Number of items: 7.

Costa, ManonIdRef, Gadat, SébastienIdRef and Huang, LorickIdRef (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics. (In Press)

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 Sat Jun 7 16:51:13 2025 CEST.