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 0 0 97 0 1 6 278
Total Working Papers 0 0 0 97 0 1 6 278


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 1 1 2 68 2 3 14 167
Book reviews 0 0 0 1 1 1 9 114
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 1 255 1 2 107 710
Equity-linked life insurance: A model with stochastic interest rates 0 0 1 132 0 2 8 362
Equity-linked pension schemes with guarantees 0 0 0 24 1 3 8 94
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 1 2 3 13
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 0 1 0 0 4 8
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 2 2 8 150
New performance-vested stock option schemes 0 0 0 5 0 0 6 52
Pricing Bounds on Asian Options 0 0 0 59 0 0 9 156
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 0 0 199 0 2 11 629
Return Guarantees with Delayed Payment 0 0 0 0 0 0 6 11
Return Guarantees with Delayed Payment 0 0 0 0 0 0 5 7
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 1 0 0 5 8
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 0 0 15 0 0 8 50
The pricing of Asian options under stochastic interest rates 0 0 1 25 2 2 10 116
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 0 0 6 98
Total Journal Articles 1 1 5 849 10 19 227 2,745


Statistics updated 2026-08-07