Access Statistics for Klaus Sandmann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Discrete Time Approach for European and American Barrier Options 3 9 42 826 6 17 72 2,008
A Term Structure Model and the Pricing of Interest Rate Derivative 5 14 63 791 13 30 104 2,244
A term structure model and the pricing of interest rate options 0 0 0 0 0 3 31 784
An intertemporal interest rate market model: Complete markets 0 0 0 0 2 5 21 169
Anwendungen eines Binomialmodells der Zinsstruktur auf Marktdaten 0 0 0 0 1 4 8 157
Asian Exchange Rate Options under Stochastic Interest Rates: Pricing as a Sum of Delayed Payment Options 1 5 20 425 4 13 77 1,278
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 2 5 37 331 4 16 89 927
Down-and-out Call - Bewertungstheorie, numerische Verfahren und Simulationsstudie 0 0 0 1 10 21 121 621
Equity-linked life insurance - a model with stochastic interest rates 8 18 77 646 17 48 192 1,609
Log-Normal Interest Rate Models: Stability and Methodology 3 12 44 253 8 27 105 722
On the Stability of Log-Normal Interest Rate Models and the Pricing of Eurodollar Futures 8 16 54 463 27 53 211 2,012
The Direct Approach to Debt Option Pricing 0 3 10 255 2 7 29 903
The Pricing of Asian Options under Stochastic Interest Rates 2 9 51 725 6 19 98 1,430
The pricing of options with an uncertain interest rate: A discrete time approach 0 0 0 0 1 3 13 377
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 6 220 0 5 28 690
Zur Bewertung von Caps und Floors 0 0 0 0 5 11 33 451
Zustandspreise und die Modellierung des Zinsänderungsrisikos 0 0 0 1 8 17 79 404
Total Working Papers 32 91 404 4,937 114 299 1,311 16,786

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Book reviews 0 0 0 0 1 1 1 1
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 4 9 43 144 6 15 73 333
Equity-linked life insurance: A model with stochastic interest rates 2 2 10 74 4 9 29 166
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 7 22 3 3 17 69
Pricing Bounds on Asian Options 0 3 11 11 1 6 17 17
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 1 6 182 0 2 18 559
Return Guarantees with Delayed Payment 0 0 4 6 3 4 13 24
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 1 9 11 0 1 18 26
Total Journal Articles 6 16 90 450 18 41 186 1,195

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Statistics updated 2009-11-04