Etienne Chevalier

According to our database, Etienne Chevalier authored at least 5 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

American Options in the Volterra Heston Model.

Etienne Chevalier, Sergio Pulido, Elizabeth Zúniga

SIAM J. Financial Math., 2022

2020

Optimal Dividend and Capital Structure with Debt Covenants.

Etienne Chevalier, Vathana Ly Vath, Alexandre Roch

J. Optim. Theory Appl., 2020

2017

Optimal Market Dealing Under Constraints.

Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif

J. Optim. Theory Appl., 2017

2013

An Optimal Dividend and Investment Control Problem under Debt Constraints.

Etienne Chevalier, Vathana Ly Vath, Simone Scotti

SIAM J. Financial Math., 2013

2006

Optimal Early Retirement Near the Expiration of a Pension Plan.

Etienne Chevalier

Finance Stochastics, 2006