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Romain Blanchard

Observed name: Blanchard, Romain
ORCID: 0000-0003-3915-9089
Observed ORCID: 0000-0003-3915-9089
OpenAlex ID: A5048828378
Multiple-priors optimal investment in discrete time for unbounded utility function
2018 · Romain Blanchard, Laurence Carassus · The Annals of Applied Probability · 24
No-arbitrage with multiple-priors in discrete time
2020 · Romain Blanchard, Laurence Carassus · Stochastic Processes and their Applications · 17
Robust Optimal Investment in Discrete Time for Unbounded Utility Function
2016 · Carassus, Laurence, Blanchard, Romain · RePEc: Research Papers in Economics · 8
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Non-concave optimal investment and no-arbitrage: a measure theoretical approach
2016 · Blanchard, Romain, Carassus, Laurence, et al. · RePEc: Research Papers in Economics · 4
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No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
2018 · Romain Blanchard, Laurence Carassus, et al. · Mathematical Methods of Operations Research · 3
Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time
2022 · Romain Blanchard, Laurence Carassus · SIAM Journal on Financial Mathematics · 1
Convergence of utility indifference prices to the superreplication price in a multiple-priors framework
2017 · Blanchard, Romain, Carassus, Laurence · arXiv (Cornell University) · 1
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Convergence of utility indifference prices to the superreplication price in a multiple-priors framework
· Romain Blanchard, Laurence Carassus · RePEc: Research Papers in Economics · 1
Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework
2020 · Romain Blanchard, Laurence Carassus · Mathematical Finance
Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps
2017 · Romain Blanchard
Works count: 11
Citation count: 59
H-index: 4
I10-index: 2
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