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 0 0 270
Total Working Papers 0 0 0 97 0 0 0 270


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 5 48 0 2 11 119
Book reviews 0 0 0 1 0 0 0 103
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates 0 0 4 232 1 1 12 558
Equity-linked life insurance: A model with stochastic interest rates 0 0 1 127 0 0 5 345
Equity-linked pension schemes with guarantees 0 0 0 24 0 0 0 83
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS 0 0 0 3 0 0 0 10
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS 0 0 0 1 0 0 0 4
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures 0 0 0 38 0 0 1 140
New performance-vested stock option schemes 0 0 0 5 0 0 3 44
Pricing Bounds on Asian Options 1 2 3 57 1 2 5 137
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options 0 0 1 196 0 1 2 614
Return Guarantees with Delayed Payment 0 0 0 0 0 0 0 2
Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz 0 0 0 1 0 0 0 3
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 0 0 0 15 0 0 0 41
The pricing of Asian options under stochastic interest rates 0 0 0 24 1 1 1 101
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts 0 0 0 23 0 0 1 91
Total Journal Articles 1 2 14 795 3 7 41 2,395


Statistics updated 2023-03-10