Concepedia

Kathrin Glau

KG

Statistics

Publications

8

Citations

302

H-Index

8

Active since

2010

Affiliations

Technical University of Munich(Current)

Queen Mary University of London

University of Freiburg

Kathrin Glau is an author at Technical University of Munich specializing in option pricing models, financial economics, and option pricing.

Publications per year

2010–2022

8

Publications

8

Analysis of Fourier Transform Valuation Formulas and Applications

Ernst Eberlein, Kathrin Glau, Antonis Papapantoleon · Applied Mathematical Finance · 2010 · 165 citations · Full text

Business, Economics, Finance +17

Chebyshev interpolation for parametric option pricing

Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt et al. · Finance and Stochastics · 2018 · 45 citations · Full text

Business, Economics, Financial Economics +16

Variational Solutions of the Pricing PIDEs for European Options in Lévy Models

Ernst Eberlein, Kathrin Glau · Applied Mathematical Finance · 2014 · 20 citations

Engineering, Finance, Mathematics +17

The deep parametric PDE method and applications to option pricing

Kathrin Glau, Linus Wunderlich · Applied Mathematics and Computation · 2022 · 20 citations · Full text

Business, Finance, Mathematics +17

A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates

Kathrin Glau · Finance and Stochastics · 2016 · 16 citations · Full text

Engineering, Finance, Mathematics +16

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