Etienne Chevalier

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 3

Top Topics

Lagrange Multipliers

Optimality Criteria

Top Venues

J. Optim. Theory Appl.

SIAM J. Financial Math.

Publications

Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga
American Options in the Volterra Heston Model. SIAM J. Financial Math. 13 (2) (2022)
Etienne Chevalier, Vathana Ly Vath, Alexandre Roch
Optimal Dividend and Capital Structure with Debt Covenants. J. Optim. Theory Appl. 187 (2) (2020)
Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif
Optimal Market Dealing Under Constraints. J. Optim. Theory Appl. 173 (1) (2017)
Etienne Chevalier, Vathana Ly Vath, Simone Scotti
An Optimal Dividend and Investment Control Problem under Debt Constraints. SIAM J. Financial Math. 4 (1) (2013)
Etienne Chevalier
Optimal Early Retirement Near the Expiration of a Pension Plan. Finance Stochastics 10 (2) (2006)