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
Equity-Linked Pension Schemes with Guarantees 0 1 5 96 0 4 16 266
Total Working Papers 0 1 5 96 0 4 16 266


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures 0 0 2 38 0 0 4 99
Book reviews 0 0 0 1 0 0 0 98
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 0 226 0 0 4 538
Equity-linked life insurance: A model with stochastic interest rates 0 0 2 121 1 3 18 330
Equity-linked pension schemes with guarantees 0 1 2 24 3 4 11 71
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 2 2 0 0 3 6
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 1 1 0 0 1 3
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 0 0 1 139
New performance-vested stock option schemes 0 1 1 4 0 2 4 26
Pricing Bounds on Asian Options 0 0 1 50 0 1 6 123
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 1 1 1 195 1 1 1 610
Return Guarantees with Delayed Payment 0 0 0 0 0 1 1 1
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 0 0 0 1 1
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 1 2 15 0 1 3 40
The pricing of Asian options under stochastic interest rates 0 0 1 21 0 1 4 97
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 22 0 0 4 85
Total Journal Articles 1 4 15 758 5 14 66 2,267


Statistics updated 2021-01-03