Philippe Briand
About
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.
In The Last Decade
Explore authors with similar magnitude of impact
Top journals papers by Laura Conde de la Rosa are published in Top authors papers by Kwangsun Yu are co-authored with Top authors papers by Karl J. Fryxell are co-authored with Top fields papers by Christian Monachon are about Top countries impacted by papers by David R. Fisher Top journals papers by Maïté Courel are published in Top journals papers by Matthew Carey are published in Top journals papers by Linda E.Swayne are published in