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 1 3 274
Total Working Papers 0 0 0 97 1 1 3 274


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 3 66 0 2 13 159
Book reviews 0 0 0 1 4 5 7 111
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 4 255 39 99 106 704
Equity-linked life insurance: A model with stochastic interest rates 0 1 2 132 1 3 6 358
Equity-linked pension schemes with guarantees 0 0 0 24 1 2 4 88
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 1 1 1 11
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 0 1 2 2 2 6
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 1 3 3 145
New performance-vested stock option schemes 0 0 0 5 2 4 7 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 1 3 3 621
Return Guarantees with Delayed Payment 0 0 0 0 1 1 1 3
Return Guarantees with Delayed Payment 0 0 0 0 3 5 7 10
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 1 1 1 2 5
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 0 0 15 3 6 7 48
The pricing of Asian options under stochastic interest rates 0 0 1 25 4 4 9 112
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 3 5 5 97
Total Journal Articles 0 1 10 847 67 150 190 2,682


Statistics updated 2026-02-12