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Exercise Regions of American O...
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ECONIS (ZBW)
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Exercise regions of American options on several assets
Villeneuve, Stéphane
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 295-322
Persistent link: https://www.econbiz.de/10001389110
Saved in:
2
Long-term risk management of nuclear waste : a real options approach
Loubergé, Henri
;
Villeneuve, Stéphane
;
Chesney, Marc
-
2002
Persistent link: https://www.econbiz.de/10001733417
Saved in:
3
Investment timing under incomplete information
Décamps, Jean-Paul
;
Mariotti, Thomas
;
Villeneuve, Stéphane
-
2003
Persistent link: https://www.econbiz.de/10001740369
Saved in:
4
Long-term risk management of nuclear waste : a real options approach
Loubergé, Henri
;
Villeneuve, Stéphane
;
Chesney, Marc
- In:
Journal of economic dynamics & control
27
(
2002
)
1
,
pp. 157-180
Persistent link: https://www.econbiz.de/10001703389
Saved in:
5
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
Saved in:
6
Liquidity risk and corporate demand for hedging and insurance
Rochet, Jean-Charles
;
Villeneuve, Stéphane
-
2004
Persistent link: https://www.econbiz.de/10002524521
Saved in:
7
Corporate portfolio management
Rochet, Jean-Charles
;
Villeneuve, Stéphane
- In:
Annals of finance
1
(
2005
)
3
,
pp. 225-243
Persistent link: https://www.econbiz.de/10003014338
Saved in:
8
Learning about profitability and dynamic cash management
Décamps, Jean-Paul
;
Villeneuve, Stéphane
-
2022
Persistent link: https://www.econbiz.de/10012888127
Saved in:
9
Swarm gradient dynamics for global optimization : the density case
Bolte, Jérôme
;
Miclo, Laurent
;
Villeneuve, Stéphane
-
2022
Persistent link: https://www.econbiz.de/10012888129
Saved in:
10
Parsimonious Wasserstein text-mining
Gadat, Sébastien
;
Villeneuve, Stéphane
-
2023
Persistent link: https://www.econbiz.de/10014364159
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