Number of items: 5.

Reppen, Max, Rochet, Jean-CharlesIdRef and Soner, Halil MeteIdRef (2020) Optimal dividend policies with random profitability. Mathematical Finance, vol. 30 (n° 1). pp. 228-259.

Rochet, Jean-CharlesIdRef and Coculescu, DéliaIdRef (2018) Shareholder Risk Measures. Mathematical Finance, vol. 28 (n° 1). pp. 5-28.

Villeneuve, StéphaneIdRef and Warin, XavierIdRef (2014) Optimal Liquidity management and Hedging in the presence of a Non-Predictable Investment Opportunity. Mathematical Finance, vol. 8 (n°2). pp. 193-227.

Décamps, Jean-PaulIdRef and Villeneuve, StéphaneIdRef (2014) Rethinking Dynamic Capital Structure Models with Roll-Over Debt. Mathematical Finance, 24 (1). pp. 66-96.

Bensaïd, B., Lesne, Jean-PhilippeIdRef, Pages, Henri and Scheinkman, JoséIdRef (1992) Derivative asset pricing with transaction costs. Mathematical Finance, 2.

This list was generated on Thu Apr 24 03:34:50 2025 CEST.