Large risks, limited liability, and dynamic moral hazard B Biais, T Mariotti, JC Rochet, S Villeneuve Econometrica 78 (1), 73-118, 2010 | 401 | 2010 |
Free cash flow, issuance costs, and stock prices JP Décamps, T Mariotti, JC Rochet, S Villeneuve The Journal of Finance 66 (5), 1501-1544, 2011 | 216 | 2011 |
Irreversible investment in alternative projects JP Décamps, T Mariotti, S Villeneuve Economic Theory 28, 425-448, 2006 | 206 | 2006 |
Investment timing under incomplete information JP Décamps, T Mariotti, S Villeneuve Mathematics of Operations Research 30 (2), 472-500, 2005 | 156 | 2005 |
A mind is a terrible thing to change: confirmatory bias in financial markets S Pouget, J Sauvagnat, S Villeneuve The Review of Financial Studies 30 (6), 2066-2109, 2017 | 114* | 2017 |
Optimal dividend policy and growth option JP Décamps, S Villeneuve Finance and Stochastics 11, 3-27, 2007 | 111 | 2007 |
Exercise regions of American options on several assets S Villeneuve Finance and Stochastics 3, 295-322, 1999 | 103 | 1999 |
On threshold strategies and the smooth-fit principle for optimal stopping problems S Villeneuve Journal of applied probability 44 (1), 181-198, 2007 | 99 | 2007 |
Corporate policies with permanent and transitory shocks JP Décamps, S Gryglewicz, E Morellec, S Villeneuve The Review of Financial Studies, hhw078, 2016 | 88 | 2016 |
Parabolic ADI methods for pricing American options on two stocks S Villeneuve, A Zanette Mathematics of Operations Research 27 (1), 121-149, 2002 | 78 | 2002 |
Long-term risk management of nuclear waste: a real options approach H Loubergé, S Villeneuve, M Chesney Journal of Economic Dynamics and Control 27 (1), 157-180, 2002 | 74 | 2002 |
On the value of optimal stopping games E Ekström, S Villeneuve | 67 | 2006 |
Critical price near maturity for an American option on a dividend-paying stock D Lamberton, S Villeneuve The Annals of Applied Probability 13 (2), 800-815, 2003 | 67 | 2003 |
Liquidity management and corporate demand for hedging and insurance JC Rochet, S Villeneuve Journal of Financial Intermediation 20 (3), 303-323, 2011 | 64* | 2011 |
A mixed singular/switching control problem for a dividend policy with reversible technology investment V Ly Vath, H Pham, S Villeneuve | 54 | 2008 |
Technology choice under several uncertainty sources C Bobtcheff, S Villeneuve European Journal of Operational Research 206 (3), 586-600, 2010 | 42 | 2010 |
Rethinking Dynamic Capital Structure Models with Roll‐Over Debt JP Décamps, S Villeneuve Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 32* | 2014 |
Adaptive finite element methods for local volatility European option pricing A Ern, S Villeneuve, A Zanette International Journal of Theoretical and Applied Finance 7 (06), 659-684, 2004 | 24 | 2004 |
Options américaines dans un modele de Black-Scholes multidimensionnel S Villeneuve Université de Marne-la-Vallée (1991-2019), 1999 | 19 | 1999 |
Corporate portfolio management JC Rochet, S Villeneuve Annals of Finance 1, 225-243, 2005 | 17 | 2005 |