Glau, K.; Grbac, Z.; Papapantoleon, A.
A Unified View on LIBOR Models
accepted for publication in the Festschrift in honour of Ernst Eberlein
2016

Glau, Kathrin
Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations
SIAM Journal Theory of Probability and Its Application
2016
60/3
383–406

Glau, K.
Feynman-Kac Formula for Lévy Processes with Discontinuous Killing Rate
Finance and Stochastics
2016
20/4
1021–1059

Eberlein, E.; Glau, K.
Variational Solutions of the Pricing PIDE for European Options in Lévy Models
Applied Mathematical Finance
2014
21/5
417-450

Eberlein, E.; Glau, K.; Papapantoleon, A.
Analyticity of the Wiener-Hopf Factors and Valuation of Exotic Options in Lévy Models
Advanced Mathematical Methods for Finance
2011
223-245

Eberlein, E.; Glau, K.; Papapantoleon, A.
Analysis of Fourier Transform Valuation Formulas and Applications
Applied Mathematical Finance
2010
17/3
211–240