Kathrin Glau

469 total citations
21 papers, 195 citations indexed

About

Kathrin Glau is a scholar working on Finance, Demography and Mathematical Physics. According to data from OpenAlex, Kathrin Glau has authored 21 papers receiving a total of 195 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 4 papers in Demography and 3 papers in Mathematical Physics. Recurrent topics in Kathrin Glau's work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (5 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Kathrin Glau is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (5 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Kathrin Glau collaborates with scholars based in Germany, United Kingdom and France. Kathrin Glau's co-authors include Ernst Eberlein, Antonis Papapantoleon, Matthias Scherer, Linus Wunderlich, Wim Schoutens, Barbara Wohlmuth and Michèle Vanmaele and has published in prestigious journals such as Applied Mathematics and Computation, Annals of Operations Research and Quantitative Finance.

In The Last Decade

Kathrin Glau

19 papers receiving 181 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Kathrin Glau Germany	7	163	51	39	28	12	21	195
Alexandre Popier France	8	189 1.2×	72 1.4×	38 1.0×	30 1.1×	8 0.7×	21	219
Minqiang Li United States	11	200 1.2×	53 1.0×	31 0.8×	21 0.8×	5 0.4×	32	274
Alessandro Gnoatto Italy	8	188 1.2×	48 0.9×	48 1.2×	30 1.1×	6 0.5×	29	210
Omar El Euch France	5	310 1.9×	119 2.3×	47 1.2×	19 0.7×	10 0.8×	5	330
Chenxu Li China	10	244 1.5×	47 0.9×	54 1.4×	23 0.8×	8 0.7×	21	274
Zhuliang Chen Canada	5	152 0.9×	113 2.2×	57 1.5×	27 1.0×	5 0.4×	7	255
Nick Webber United Kingdom	8	163 1.0×	40 0.8×	41 1.1×	25 0.9×	5 0.4×	23	196
Adrien Richou France	10	252 1.5×	41 0.8×	58 1.5×	58 2.1×	13 1.1×	18	269
Andrea Cosso Italy	12	217 1.3×	61 1.2×	31 0.8×	70 2.5×	20 1.7×	27	280
Antonino Zanette Italy	9	173 1.1×	58 1.1×	56 1.4×	33 1.2×	11 0.9×	29	208

Countries citing papers authored by Kathrin Glau

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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20 of 20 papers shown

Glau, Kathrin & Linus Wunderlich. (2023). Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk. Annals of Operations Research. 336(1-2). 331–357. 2 indexed citations

Glau, Kathrin & Linus Wunderlich. (2022). The deep parametric PDE method and applications to option pricing. Applied Mathematics and Computation. 432. 127355–127355. 7 indexed citations

Glau, Kathrin, et al.. (2019). Complexity reduction for calibration to American options. The Journal of Computational Finance. 23(1). 25–60. 2 indexed citations

Glau, Kathrin, et al.. (2019). Improved error bound for multivariate Chebyshev polynomial interpolation. International Journal of Computer Mathematics. 96(11). 2302–2314. 4 indexed citations

Glau, Kathrin, et al.. (2018). Absolute continuity of semimartingales. Electronic Journal of Probability. 23(none).

Glau, Kathrin, et al.. (2018). A Flexible Galerkin Scheme for Option Pricing in Lévy Models. SIAM Journal on Financial Mathematics. 9(3). 930–965. 1 indexed citations

Glau, Kathrin, et al.. (2018). Chebyshev interpolation for parametric option pricing. Finance and Stochastics. 22(3). 701–731. 17 indexed citations

Glau, Kathrin, et al.. (2018). Calibration to American options: numerical investigation of the de-Americanization method. Quantitative Finance. 18(7). 1091–1113. 4 indexed citations

Glau, Kathrin, et al.. (2017). Parametric Integration by Magic Point Empirical Interpolation. Queen Mary Research Online (Queen Mary University of London). 2 indexed citations

10.

Glau, Kathrin, et al.. (2017). Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models. Applied Mathematical Finance. 24(1). 23–37. 2 indexed citations

11.

Glau, Kathrin, et al.. (2016). Innovations in Derivatives Markets. Springer proceedings in mathematics & statistics. 13 indexed citations

12.

Glau, Kathrin. (2016). Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations. Theory of Probability and Its Applications. 60(3). 383–406. 5 indexed citations

13.

Glau, Kathrin. (2016). A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates. Finance and Stochastics. 20(4). 1021–1059. 10 indexed citations

14.

Glau, Kathrin, et al.. (2015). Innovations in Quantitative Risk Management. Springer proceedings in mathematics & statistics. 22 indexed citations

15.

Glau, Kathrin. (2015). Classification of Levy processes with parabolic Kolmogorov backward equations. Теория вероятностей и ее применения. 60(3). 525–552.

16.

Eberlein, Ernst & Kathrin Glau. (2014). Variational Solutions of the Pricing PIDEs for European Options in Lévy Models. Applied Mathematical Finance. 21(5). 417–450. 14 indexed citations

17.

Glau, Kathrin, et al.. (2010). Pricing and Hedging of Interest Rate Derivatives in a Lévy Driven Term Structure Model. mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich). 75–80. 1 indexed citations

18.

Glau, Kathrin. (2010). Feynman-Kac-Darstellungen zur Optionspreisbewertung in Levy-Modellen. FreiDok plus (Universitätsbibliothek Freiburg). 2 indexed citations

19.

Eberlein, Ernst, Kathrin Glau, & Antonis Papapantoleon. (2010). Analysis of Fourier Transform Valuation Formulas and Applications. Applied Mathematical Finance. 17(3). 211–240. 81 indexed citations

20.

Eberlein, Ernst, Antonis Papapantoleon, & Kathrin Glau. (2008). Analysis of valuation formulae and applications to exotic options in L\'evy models. arXiv (Cornell University). 3 indexed citations

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.

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