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 2 3 5 276
Total Working Papers 0 0 0 97 2 3 5 276


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 1 66 0 0 10 159
Book reviews 0 0 0 1 1 5 8 112
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 4 255 1 99 106 705
Equity-linked life insurance: A model with stochastic interest rates 0 0 1 132 0 1 5 358
Equity-linked pension schemes with guarantees 0 0 0 24 0 1 2 88
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 0 1 1 11
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 0 1 0 2 2 6
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 1 4 4 146
New performance-vested stock option schemes 0 0 0 5 0 4 6 51
Pricing Bounds on Asian Options 0 0 0 59 0 4 7 153
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 0 0 199 0 3 3 621
Return Guarantees with Delayed Payment 0 0 0 0 0 5 7 10
Return Guarantees with Delayed Payment 0 0 0 0 2 3 3 5
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 1 2 3 4 7
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 0 0 15 0 6 7 48
The pricing of Asian options under stochastic interest rates 0 0 1 25 1 5 10 113
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 0 4 5 97
Total Journal Articles 0 0 7 847 8 150 190 2,690


Statistics updated 2026-03-04