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 9 9 15 287
Total Working Papers 0 0 0 97 9 9 15 287


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 1 2 68 0 2 13 167
Book reviews 0 0 0 1 0 1 9 114
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 0 255 0 2 106 710
Equity-linked life insurance: A model with stochastic interest rates 0 0 1 132 0 0 8 362
Equity-linked pension schemes with guarantees 0 0 0 24 0 1 8 94
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 0 1 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 0 2 8 150
New performance-vested stock option schemes 0 0 0 5 1 1 6 53
Pricing Bounds on Asian Options 0 0 0 59 0 0 8 156
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 0 0 199 0 1 11 629
Return Guarantees with Delayed Payment 0 0 0 0 0 0 5 7
Return Guarantees with Delayed Payment 0 0 0 0 0 0 6 11
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 1 1 2 26 2 4 11 118
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 0 0 6 98
Total Journal Articles 1 2 5 850 3 15 225 2,748


Statistics updated 2026-09-10