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 1 2 7 278
Total Working Papers 0 0 0 97 1 2 7 278


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 0 1 1 67 1 6 12 165
Book reviews 0 0 0 1 0 1 8 113
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 3 255 0 3 107 708
Equity-linked life insurance: A model with stochastic interest rates 0 0 1 132 2 4 9 362
Equity-linked pension schemes with guarantees 0 0 0 24 2 5 7 93
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 1 1 2 12
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 0 1 0 2 4 8
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 0 2 6 148
New performance-vested stock option schemes 0 0 0 5 0 1 7 52
Pricing Bounds on Asian Options 0 0 0 59 0 3 10 156
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 0 0 199 1 7 10 628
Return Guarantees with Delayed Payment 0 0 0 0 0 2 5 7
Return Guarantees with Delayed Payment 0 0 0 0 0 1 7 11
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 1 0 1 5 8
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 0 0 15 0 2 8 50
The pricing of Asian options under stochastic interest rates 0 0 1 25 0 1 8 114
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 0 1 6 98
Total Journal Articles 0 1 6 848 7 43 221 2,733


Statistics updated 2026-06-04