Philippe Balland

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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!

PublicationDate of PublicationType
Deterministic implied volatility models
Quantitative Finance
2019-01-14Paper
MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE
International Journal of Theoretical and Applied Finance
2008-09-03Paper
scientific article; zbMATH DE number 2095968 (Why is no real title available?)2004-08-31Paper
Analysis of the Cell-Vertex Finite Volume Method for Hyperbolic Problems with Variable Coefficients
SIAM Journal on Numerical Analysis
1997-06-12Paper


Research outcomes over time


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