Jose Blanchet

1. Quantifying Distributional Model Risk via Optimal Transport
   2016/01/01 by Jose Blanchet, José Blanchet, Blanchet, Jose +2 · 32 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F99 #60G07 #62P05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
2. Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books
   2013/10/03 by Jose Blanchet, José Blanchet, Xinyun Chen +2 · 5 citations
   Business, Management and Accounting · Economics, Econometrics and Finance · #Consumer Market Behavior and Pricing #q-fin.ST #q-fin.TR
3. Rates of Convergence to Stationarity for Multidimensional RBM
   2016/01/16 by Jose Blanchet, José Blanchet, Blanchet, Jose +2 · 1 citation
   Business, Management and Accounting · Decision Sciences · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Supply Chain and Inventory Management #math.PR
4. Sampling Point Processes on Stable Unbounded Regions and Exam Simulation of Queues
   2012/12/21 by José Blanchet, Jose Blanchet, Jing Dong +2 · 1 citation
   Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #math.PR