Stéphane Villeneuve
Finance · 2003–2011
A researcher in the Science corpus: 6 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #8,020 of 10,518 by trust here, #6,162 by citations
- Accounting — 32 citations into it
- Economics and Econometrics — 25 citations into it; #17,394 of 23,481 by trust here, #11,156 by citations
- Demography — 6 citations into it
Whom Stéphane Villeneuve trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bernt Øksendal
- Savas Dayanik
- Erik Ekström
- Ioannis Karatzas
- Svante Janson
- Andreas E. Kyprianou
- Peter M. DeMarzo
- Helen Weeds
- Jean-Paul Décamps
- Yuliy Sannikov
Who trusts Stéphane Villeneuve overall
Papers from Stéphane Villeneuve's perspective
Ordered by how strongly the researchers Stéphane Villeneuve trusts endorse each paper. Same corpus, a different order for every researcher.
- Real options and preemption under incomplete information
- Strategic Delay in a Real Optimna Model of R&D Competition
- On the properties of $r$-excessive mappings for a class of diffusions
- Why Has CEO Pay Increased so Much
- Properties of American option prices
- Volatility time and properties of option prices
- On the optimal stopping problem for one-dimensional diffusions
- Handbook of Brownian Motion - Facts and Formulae (Second Edition)
- Investment and liquidation in renegotiation-proof contracts with moral hazard
- Dynamic Agency and the q Theory of Investment
Their papers
- Large risks, limited liability, and dynamic moral hazard (2010) — 304 citations
- Irreversible investment in alternative projects (2006) — 159 citations
- Free Cash Flow, Issuance Costs, and Stock Prices (2011) — 147 citations
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (2007) — 73 citations
- On the value of optimal stopping games (2006) — 66 citations
- Critical price near maturity for an American option on a dividend-paying stock (2003) — 56 citations