Concepedia

Etienne Chevalier

EC

5

Publications

84

Citations

5

H-Index

2005

Active since

Affiliations

Laboratoire de Mathématiques et Modélisation d'Évry(Current)

École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise

Laboratoire de Mathématiques Blaise Pascal

Université d'Évry Val-d'Essonne

Etienne Chevalier is an author at Laboratoire de Mathématiques et Modélisation d'Évry specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsStrategyEconomicsManagementOption PricingBusiness StrategyCapital Structure

Publications per year

2005–2022

5

Publications

5

CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL

Etienne Chevalier · Mathematical Finance · 2005 · 28 citations

Critical Price, Option Pricing, Financial Economics +7

An Optimal Dividend and Investment Control Problem under Debt Constraints

Etienne Chevalier, Vathana Ly Vath, Simone Scotti · SIAM Journal on Financial Mathematics · 2013 · 22 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +15

Optimal exit strategies for investment projects

Etienne Chevalier, Vathana Ly Vath, Alexandre F. Roch et al. · Journal of Mathematical Analysis and Applications · 2015 · 13 citations

Investment Strategy, Project Management, Business +9

American Options in the Volterra Heston Model

Etienne Chevalier, Sergio Pulido, Elizabeth Zúñiga · SIAM Journal on Financial Mathematics · 2022 · 11 citations · Full text

Liquidity risk and optimal dividend/investment strategies

Etienne Chevalier, M’hamed Gaïgi, Vathana Ly Vath · Mathematics and Financial Economics · 2016 · 10 citations

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