| Large risks, limited liability, and dynamic moral hazard B Biais, T Mariotti, JC Rochet, S Villeneuve Econometrica 78 (1), 73-118, 2010 | 364 | 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 | 182 | 2011 |
| Irreversible investment in alternative projects JP Décamps, T Mariotti, S Villeneuve Economic Theory, 425-448, 2006 | 178 | 2006 |
| Investment timing under incomplete information JP Décamps, T Mariotti, S Villeneuve Mathematics of Operations Research 30 (2), 472-500, 2005 | 144 | 2005 |
| Optimal dividend policy and growth option JP Décamps, S Villeneuve Finance and Stochastics 11, 3-27, 2007 | 107 | 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 | 88 | 2007 |
| 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 | 81 | 2017 |
| Parabolic ADI methods for pricing American options on two stocks S Villeneuve, A Zanette Mathematics of Operations Research 27 (1), 121-149, 2002 | 74 | 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 | 67 | 2002 |
| Corporate policies with permanent and transitory shocks JP Décamps, S Gryglewicz, E Morellec, S Villeneuve The Review of Financial Studies, hhw078, 2016 | 66 | 2016 |
| 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 | 63 | 2003 |
| On the value of optimal stopping games E Ekström, S Villeneuve | 60 | 2006 |
| A mixed singular/switching control problem for a dividend policy with reversible technology investment V Ly Vath, H Pham, S Villeneuve | 48 | 2008 |
| Liquidity management and corporate demand for hedging and insurance JC Rochet, S Villeneuve Journal of Financial Intermediation 20 (3), 303-323, 2011 | 39 | 2011 |
| Technology choice under several uncertainty sources C Bobtcheff, S Villeneuve European Journal of Operational Research 206 (3), 586-600, 2010 | 38 | 2010 |
| Rethinking Dynamic Capital Structure Models with Roll‐Over Debt JP Décamps, S Villeneuve Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 22 | 2014 |
| Liquidity risk and corporate demand for hedging and insurance JC Rochet, S Villeneuve Available at SSRN 663403, 2004 | 22 | 2004 |
| 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 | 21 | 2004 |
| Options américaines dans un modele de Black-Scholes multidimensionnel S Villeneuve Marne-la-Vallée, 1999 | 19 | 1999 |
jean-charles rochetUniversity of GenevaVerified email at bf.uzh.ch
