Philippe Briand

21 papers and 1.0k indexed citations i.

Philippe Briand has authored 21 papers that have received a total of 1.0k indexed citations. This includes 21 papers in Finance, 7 papers in Computational Theory and Mathematics and 4 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (21 papers), Advanced Mathematical Modeling in Engineering (6 papers) and Financial Risk and Volatility Modeling (6 papers). Philippe Briand is often cited by papers focused on Stochastic processes and financial applications (21 papers), Advanced Mathematical Modeling in Engineering (6 papers) and Financial Risk and Volatility Modeling (6 papers) and collaborates with scholars based in France, China and Finland. Philippe Briand's co-authors include Ying Hu, Céline Labart, Jean Mémin, Bernard Delyon and Romuald Élie and has published in prestigious journals such as Journal of Functional Analysis, Nonlinear Analysis and Probability Theory and Related Fields