Kathrin Glau
- Finance top 5%
- Economics and Econometrics
- Demography top 10%
- Management Science and Operations Research
- Computational Mechanics
- Co-authors
- Ernst EberleinAntonis PapapantoleonMatthias SchererLinus WunderlichWim SchoutensBarbara WohlmuthMichèle Vanmaele
- Topics
- Stochastic processes and financial applications (16 papers)Financial Risk and Volatility Modeling (5 papers)Insurance, Mortality, Demography, Risk Management (4 papers)
- Partner nations
- GermanyUnited KingdomFrance
In The Last Decade
Kathrin Glau
19 papers receiving 181 citations
Peers
Comparison fields: 5 of 30
- Finance 163
- Economics and Econometrics 51
- Demography 39
- Management Science and Operations Research 28
- Computational Mechanics 12
Countries citing papers authored by Kathrin Glau
This map shows the geographic impact of Kathrin Glau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kathrin Glau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kathrin Glau more than expected).
Fields of papers citing papers by Kathrin Glau
This network shows the impact of papers produced by Kathrin Glau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kathrin Glau. The network helps show where Kathrin Glau may publish in the future.
Co-authorship network of co-authors of Kathrin Glau
This figure shows the co-authorship network connecting the top 25 collaborators of Kathrin Glau. A scholar is included among the top collaborators of Kathrin Glau based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kathrin Glau. Kathrin Glau is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 7 | |
| 3 | 2 | |
| 4 | 4 | |
| 5 | 0 | |
| 6 | 1 | |
| 7 | 17 | |
| 8 | 4 | |
| 9 | 2 | |
| 10 | 2 | |
| 11 | 13 | |
| 12 | 5 | |
| 13 | 10 | |
| 14 | 22 | |
| 15 | 0 | |
| 16 | 14 | |
| 17 | Pricing and Hedging of Interest Rate Derivatives in a Lévy Driven Term Structure Model | 1 |
| 18 | Feynman-Kac-Darstellungen zur Optionspreisbewertung in Levy-Modellen | 2 |
| 19 | 81 | |
| 20 | Analysis of valuation formulae and applications to exotic options in L\'evy models | 3 |
About Kathrin Glau
Kathrin Glau is a scholar working on Finance, Demography and Mathematical Physics, having authored 21 papers that have together received 195 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (5 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). The work is most often cited by research in Finance (163 citations), Computational Mathematics (3 citations) and Demography (39 citations). Kathrin Glau has collaborated with scholars based in Germany, United Kingdom and France. Frequent co-authors include Ernst Eberlein, Antonis Papapantoleon, Matthias Scherer, Linus Wunderlich, Wim Schoutens, Barbara Wohlmuth and Michèle Vanmaele. Their work appears in journals such as Applied Mathematics and Computation, Annals of Operations Research and Quantitative Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.