Romain Blanchard

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Numerical calculation of permeability of periodic porous materials: application to periodic arrays of spheres and 3D scaffold microstructures International Journal for Numerical Methods in Engineering	2024-06-14	Paper
Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework Mathematical Finance	2023-09-27	Paper
Short communication: Super-replication prices with multiple priors in discrete time SIAM Journal on Financial Mathematics	2022-05-31	Paper
No-arbitrage with multiple-priors in discrete time Stochastic Processes and their Applications	2021-02-18	Paper
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach Mathematical Methods of Operations Research	2018-11-07	Paper
Multiple-priors optimal investment in discrete time for unbounded utility function The Annals of Applied Probability	2018-08-16	Paper
Multiple-priors optimal investment in discrete time for unbounded utility function The Annals of Applied Probability	2018-08-16	Paper

Research outcomes over time

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