Concepedia

Philippe Balland

PB

Statistics

Publications

3

Citations

65

H-Index

3

Active since

1997

Affiliations

King's College London(Current)

Philippe Balland is an author at King's College London specializing in economics, black-scholes valuation model, and black-scholes model.

Publications per year

1997–2002

3

Publications

3

Deterministic implied volatility models

Philippe Balland · Quantitative Finance · 2002 · 43 citations

, , +17

MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE

Philippe Balland, Lane P. Hughston · International Journal of Theoretical and Applied Finance · 2000 · 12 citations

, , +17

Analysis of the Cell-Vertex Finite Volume Method for Hyperbolic Problems with Variable Coefficients

Philippe Balland, Endre Süli · SIAM Journal on Numerical Analysis · 1997 · 10 citations

, , +11

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