Stéphane Villeneuve

Jérôme Bolte, Laurent Miclo, and Stéphane Villeneuve, “Swarm gradient dynamics for global optimization: the mean-field limit case”, Mathematical Programming, 2024, forthcoming.

Eduardo Abi Jaber, and Stéphane Villeneuve, “Gaussian Agency problems with memory and Linear Contracts”, Finance and Stochastics, 2024, forthcoming.

Stéphane Villeneuve, and Jessica Martin, “Risk-sharing and optimal contracts with large exogenous risks”, Decisions in Economics and Finance, vol. 46, February 2023, pp. 1–23.

Jean-Paul Décamps, and Stéphane Villeneuve, “Learning about profitability and dynamic cash management”, Journal of Economic Theory, vol. 205, n. 105522, October 2022.

Tiziano De Angelis, Fabien Gensbittel, and Stéphane Villeneuve, “A Dynkin game on assets with incomplete information on the return”, Mathematics of Operations Research, vol. 46, n. 1, February 2021, pp. 28–60.

Laurent Miclo, and Stéphane Villeneuve, “On the forward algorithm for stopping problems on continuous-time Markov chains”, Journal of Applied Probability, vol. 58, n. 4, 2021, pp. 1043–1063.

Jean-Paul Décamps, and Stéphane Villeneuve, “A two-dimensional control problem arising from dynamic contracting theory”, Finance and Stochastics, vol. 23, n. 1, January 2019, pp. 1–28.

Sébastien Pouget, Julien Sauvagnat, and Stéphane Villeneuve, “A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets”, The Review of Financial Studies, vol. 30, n. 6, June 2017, pp. 2066–2109.

Jean-Paul Décamps, S. Gryglewicz, E. Morellec, and Stéphane Villeneuve, “Corporate Policies with Temporary and Permanent Shocks”, The Review of Financial Studies, vol. 30, n. 1, January 2017, pp. 162–210.

Erwan Pierre, Stéphane Villeneuve, and Xavier Warin, “Numerical approximation of a cash-constrained firm value with investment opportunities”, SIAM Journal on Financial Mathematics, vol. 8, n. 1, 2017, pp. 54–81.

Jean-Paul Décamps, and Stéphane Villeneuve, “Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? : How Far Can Insurance Companies Invest in SMEs Debt Financing?”, Revue d'économie financière, n. 126, 2017, pp. 231–240.

Erwan Pierre, Stéphane Villeneuve, and Xavier Warin, “Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line”, Finance and Stochastics, vol. 20, n. 4, October 2016, pp. 809–854.

Stéphane Villeneuve, and Xavier Warin, “Optimal Liquidity management and Hedging in the presence of a Non-Predictable Investment Opportunity ”, Mathematics and Financial Economics, vol. 8, n. 2, March 2014, pp. 193–227.

Jean-Paul Décamps, and Stéphane Villeneuve, “Rethinking Dynamic Capital Structure Models with Roll-Over Debt”, Mathematical Finance, vol. 24, n. 1, January 2014, pp. 66–96.

Stéphane Villeneuve, “Optimal Investment under liquidity constraints”, in Real Options, Ambiguity, Risk and Insurance, May 2013.

Jean-Paul Décamps, Thomas Mariotti, Jean-Charles Rochet, and Stéphane Villeneuve, “Free Cash Flow, Issuance Costs, and Stock Prices”, The Journal of Finance, vol. 66, n. 5, October 2011, pp. 1501–1544.

Jean-Charles Rochet, and Stéphane Villeneuve, “Liquidity Management and Corporate Demand for Hedging and Insurance”, Journal of Financial Intermediation, vol. 3, 2011, pp. 300–323.

Catherine Bobtcheff, and Stéphane Villeneuve, “Technology Choice under Several Uncertainty Sources”, European Journal of Operational Research, Elsevier, vol. 206, n. 3, November 2010, pp. 586–600.

Bruno Biais, Thomas Mariotti, Jean-Charles Rochet, and Stéphane Villeneuve, “Large Risks, Limited Liability, and Dynamic Moral Hazard”, Econometrica, vol. 78, n. 1, January 2010, pp. 73–118.

Stéphane Villeneuve, “Alternating Direction Implicit Method”, in Encyclopedia of Quantitative Finance, Rama Cont (ed.), Wiley Sons Ltd: Chichester, 2010, pp. 30–37.