Kathrin Glau

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Kathrin Glau trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ernst Eberlein
  2. Peter P. Carr
  3. Wim Schoutens
  4. Sebastian Raible
  5. Anton Deitmar
  6. Michael A. H. Dempster
  7. Ole E. Barndorff-Nielsen
  8. Jan Kallsen

Who trusts Kathrin Glau overall

  1. Ole E. Barndorff-Nielsen

Papers from Kathrin Glau's perspective

Ordered by how strongly the researchers Kathrin Glau trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  3. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  4. The Fine Structure of Asset Retums : An Empirical Investigation '
  5. The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures
  6. Financial Modelling with Jump Processes
  7. Application of Generalized Hyperbolic Lévy Motions to Finance
  8. On a new approach to calculating expectations for option pricing (Journal of Applied Probability)
  9. A Didactic Note on Affine Stochastic Volatility Models
  10. Lévy Processes in Finance: Pricing Financial Derivatives

Their papers