PUBLICATIONS:

• VILLENEUVE, S. (1999): Exercise regions of American options on several assets, Finance and Stochastics, vol 3, 295-322.PDF
  
• VILLENEUVE, S. et ZANETTE, A. (2002): Parabolic A.D.I. methods for pricing American options on two stocks,  Mathematics of Operation Research, vol 27,121-149.PDF
• LOUBERGE, H; VILLENEUVE, S. et CHESNEY, M. (2002): Long
  term Risk Management of Nuclear waste, Journal of Economic
  Dynamics and Control, vol 27,157-180.
•  LAMBERTON, D. et VILLENEUVE, S. (2003): Critical Price near maturity for an American option on a dividend-paying stock, Annals of Applied Probability, vol 13, 800-815.PDF 
• ERN, A.; VILLENEUVE, S.et ZANETTE, A. (2004): Adaptive finite element methods for local
  volatility European option pricing, International Journal of
  theoretical and applied finance, vol 7, 659-684.PDF
• DECAMPS, J.P., MARIOTTI T et VILLENEUVE, S. (2005): Irreversible investment under uncertainty,  Mathematics of Operation Research, vol 30, No 2, 472-500.PDF
• DECAMPS, J.P., MARIOTTI T et VILLENEUVE, S. (2006): Irreversible investment
  in alternative projects, Economic theory, Vol 28, No 2,
  425-448.PDF
• ROCHET, J.C et VILLENEUVE, S. (2005): Corporate Portfolio
  Management, Annals of Finance, Vol 1, No3, 225-243.PDF
• EKSTROM, E. et VILLENEUVE, S. (2005): On the value of
  optimal stopping games. The Annals of Applied Probability, Vol.
  16, No. 3 PDF
• DECAMPS, J.P. et VILLENEUVE, S. (2005): Optimal
  dividend policy and growth option. A paraitre dans Finance
  and Stochastics. PDF
•  VILLENEUVE, S. (2004): On the threshold strategies for optimal stopping arising in Real option Theory. A paraitre dans Journal of Applied Probability.  PDF