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researcher

K. Glau

10 papers hereh-index 11546 citations53 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author1
  • last author3

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.CP8
  • math.AP1
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20162021
most citedThe Chebyshev method for the implied volatility

7 citations · 9 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2016

Martingale Property in Terms of Semimartingale Problems

David Criens, Kathrin Glau

Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.