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Irreversible investment in alternative projects
Décamps, Jean-Paul; Mariotti, Thomas; Villeneuve, Stéphane - In: Economic theory : official journal of the Society for … 28 (2006) 2, pp. 425-448
Persistent link: https://www.econbiz.de/10003330210
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Optimal dividenc policy and growth option
Décamps, Jean-Paul; Villeneuve, Stéphane - In: Finance and stochastics 11 (2007) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10003410633
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Optimal dividend policy and growth option
Décamps, Jean-Paul (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003177836
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On a monotone dynamic approach to optimal stopping problems for continuous-time Markov chains
Miclo, Laurent; Villeneuve, Stéphane - 2019
Persistent link: https://www.econbiz.de/10012181506
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A common shock model for multidimensional electricity intraday price modelling with application to battery valuation
Deschatre, Thomas; Warin, Xavier - In: Quantitative finance 24 (2024) 8, pp. 1157-1176
Persistent link: https://www.econbiz.de/10015196875
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On conditional cuts for stochastic dual dynamic programming
Ackooij, Wim van; Warin, Xavier - In: EURO journal on computational optimization 8 (2020) 2, pp. 173-199
Persistent link: https://www.econbiz.de/10012240037