Thilo Meyer‐Brandis

1.6k total citations
47 papers, 841 citations indexed

About

Thilo Meyer‐Brandis is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Thilo Meyer‐Brandis has authored 47 papers receiving a total of 841 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 22 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Thilo Meyer‐Brandis's work include Stochastic processes and financial applications (33 papers), Complex Systems and Time Series Analysis (9 papers) and Financial Markets and Investment Strategies (8 papers). Thilo Meyer‐Brandis is often cited by papers focused on Stochastic processes and financial applications (33 papers), Complex Systems and Time Series Analysis (9 papers) and Financial Markets and Investment Strategies (8 papers). Thilo Meyer‐Brandis collaborates with scholars based in Norway, Germany and United States. Thilo Meyer‐Brandis's co-authors include Fred Espen Benth, Frank Proske, Bernt Øksendal, Jan Kallsen, Peter Tankov, Xun Yu Zhou, Francesca Biagini, Giulia Di Nunno, Claudia Klüppelberg and Andréa Schmidt and has published in prestigious journals such as SHILAP Revista de lepidopterología, Energy Economics and Journal of Functional Analysis.

In The Last Decade

Thilo Meyer‐Brandis

44 papers receiving 766 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Thilo Meyer‐Brandis Norway 14 649 316 234 159 125 47 841
Yu. M. Kabanov Russia 14 583 0.9× 293 0.9× 67 0.3× 149 0.9× 109 0.9× 28 823
Jan Kallsen Germany 20 1.2k 1.8× 591 1.9× 111 0.5× 268 1.7× 226 1.8× 51 1.3k
Giulia Di Nunno Norway 11 627 1.0× 206 0.7× 26 0.1× 169 1.1× 157 1.3× 54 783
Bruno Bouchard France 18 1.1k 1.7× 454 1.4× 25 0.1× 384 2.4× 246 2.0× 70 1.3k
Filip Lindskog Sweden 14 547 0.8× 216 0.7× 34 0.1× 297 1.9× 113 0.9× 32 819
Shaolin Ji China 15 635 1.0× 227 0.7× 16 0.1× 360 2.3× 211 1.7× 59 783
Jingtao Shi China 16 559 0.9× 179 0.6× 21 0.1× 231 1.5× 194 1.6× 80 730
Christian Bender Germany 13 528 0.8× 209 0.7× 16 0.1× 95 0.6× 81 0.6× 43 630
Romuald Élie France 13 381 0.6× 170 0.5× 16 0.1× 141 0.9× 117 0.9× 38 517
Jeff Dewynne United Kingdom 3 811 1.2× 295 0.9× 21 0.1× 67 0.4× 81 0.6× 3 1.0k

Countries citing papers authored by Thilo Meyer‐Brandis

Since Specialization
Citations

This map shows the geographic impact of Thilo Meyer‐Brandis'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 Thilo Meyer‐Brandis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thilo Meyer‐Brandis more than expected).

Fields of papers citing papers by Thilo Meyer‐Brandis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thilo Meyer‐Brandis. 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 Thilo Meyer‐Brandis. The network helps show where Thilo Meyer‐Brandis may publish in the future.

Co-authorship network of co-authors of Thilo Meyer‐Brandis

This figure shows the co-authorship network connecting the top 25 collaborators of Thilo Meyer‐Brandis. A scholar is included among the top collaborators of Thilo Meyer‐Brandis 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 Thilo Meyer‐Brandis. Thilo Meyer‐Brandis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bollweg, K. & Thilo Meyer‐Brandis. (2025). Mean-field stochastic differential equations driven by <i>G</i>-Brownian motion. 10(2). 241–264.
2.
Meyer‐Brandis, Thilo, et al.. (2024). Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments. Journal of Theoretical Probability. 37(4). 2941–2989.
3.
Biagini, Francesca, et al.. (2024). Detecting asset price bubbles using deep learning. Mathematical Finance. 35(1). 74–110. 2 indexed citations
4.
Meyer‐Brandis, Thilo, et al.. (2024). Stability, uniqueness and existence of solutions to McKean–Vlasov SDEs: a multidimensional Yamada–Watanabe approach. Stochastics and Dynamics. 24(5). 1 indexed citations
5.
Bauer, Martin, et al.. (2023). Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise. Potential Analysis. 60(2). 759–805.
6.
Biagini, Francesca, et al.. (2023). Liquidity Based Modeling of Asset Price Bubbles via Random Matching. SIAM Journal on Financial Mathematics. 14(4). 1304–1342. 1 indexed citations
7.
Biagini, Francesca, Jean‐Pierre Fouque, Marco Frittelli, & Thilo Meyer‐Brandis. (2018). A unified approach to systemic risk measures via acceptance sets. Mathematical Finance. 29(1). 329–367. 46 indexed citations
8.
Meyer‐Brandis, Thilo, et al.. (2018). LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS. International Journal of Theoretical and Applied Finance. 21(4). 1850028–1850028. 1 indexed citations
9.
Meyer‐Brandis, Thilo, et al.. (2016). Managing Systemic Risk in Financial Networks. arXiv (Cornell University). 1 indexed citations
10.
Meyer‐Brandis, Thilo, et al.. (2016). Risk-consistent conditional systemic risk measures. Stochastic Processes and their Applications. 126(7). 2014–2037. 17 indexed citations
11.
Meyer‐Brandis, Thilo, et al.. (2013). A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s. Mathematische Annalen. 357(2). 761–799. 40 indexed citations
12.
Meyer‐Brandis, Thilo, et al.. (2012). Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps. Stochastics. 85(3). 431–463. 4 indexed citations
13.
Meyer‐Brandis, Thilo, Bernt Øksendal, & Xun Yu Zhou. (2012). A mean-field stochastic maximum principle via Malliavin calculus. Stochastics. 84(5-6). 643–666. 93 indexed citations
14.
Mandrekar, V., Thilo Meyer‐Brandis, & Frank Proske. (2011). A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise. SHILAP Revista de lepidopterología. 2011(1). 3 indexed citations
15.
Meyer‐Brandis, Thilo & Frank Proske. (2009). Construction of strong solutions of SDE's via Malliavin calculus. Journal of Functional Analysis. 258(11). 3922–3953. 25 indexed citations
16.
Klüppelberg, Claudia, Thilo Meyer‐Brandis, & Andréa Schmidt. (2009). Electricity spot price modelling with a view towards extreme spike risk. Quantitative Finance. 10(9). 963–974. 46 indexed citations
17.
Biagini, Francesca, et al.. (2008). Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation. Journal of Applied Probability. 45(3). 831–845. 3 indexed citations
18.
Biagini, Francesca, et al.. (2008). Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation. Journal of Applied Probability. 45(3). 831–845. 6 indexed citations
19.
Biagini, Francesca, et al.. (2008). Pricing of catastrophe insurance options written on a loss index with reestimation. Insurance Mathematics and Economics. 43(2). 214–222. 18 indexed citations
20.
Bernhardt, Christine, Claudia Klüppelberg, & Thilo Meyer‐Brandis. (2008). Estimating high quantiles for electricity prices by stable linear models. 1(1). 3–19. 11 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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