Costa, Manon, Gadat, Sébastien and Huang, Lorick (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics, Vol. 29. pp. 609-664.

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.

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.

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