Klaus Sandmann : Citation Profile


Are you Klaus Sandmann?

Rheinische Friedrich-Wilhelms-Universität Bonn

8

H index

8

i10 index

381

Citations

RESEARCH PRODUCTION:

16

Articles

1

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 18
   Journals where Klaus Sandmann has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 6 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa599
   Updated: 2024-01-16    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Sandmann.

Is cited by:

Pelsser, Antoon (18)

Schlogl, Erik (16)

Pietersz, Raoul (11)

Navas, Javier (10)

Moreno, Manuel (10)

Platen, Eckhard (8)

Dhaene, Jan (4)

Jarrow, Robert (4)

Gnoatto, Alessandro (3)

Groenen, Patrick (3)

LI, HAITAO (3)

Cites to:

Vorst, Ton (8)

Brennan, Michael (6)

Jarrow, Robert (6)

Ortu, Fulvio (5)

Dhaene, Jan (4)

Schlogl, Erik (3)

Nitzan, Shmuel (1)

Ballotta, Laura (1)

Kreps, David (1)

Moraux, Franck (1)

Xiong, Wei (1)

Main data


Where Klaus Sandmann has published?


Journals with more than one article published# docs
Mathematical Finance2
International Journal of Theoretical and Applied Finance (IJTAF)2
Insurance: Mathematics and Economics2

Recent works citing Klaus Sandmann (2024 and 2023)


YearTitle of citing document
2023Thieles PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model. (2023). Font, Oriol Zamora ; Ortiz-Latorre, Salvador ; Banos, David R. In: Papers. RePEc:arx:papers:2309.03541.

Full description at Econpapers || Download paper

2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

Full description at Econpapers || Download paper

2023Analysing Quantiles in Models of Forward Term Rates. (2023). van Appel, Jacques ; Schlogl, Erik ; McWalter, Thomas A. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:29-:d:1049181.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Klaus Sandmann:


YearTitleTypeCited
2008Return Guarantees with Delayed Payment In: German Economic Review.
[Full Text][Citation analysis]
article0
1997 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]
article211
1993The Pricing of Options With an Uncertain Interest Rate: A Discrete?Time Approach1 In: Mathematical Finance.
[Full Text][Citation analysis]
article2
1997A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures In: Mathematical Finance.
[Full Text][Citation analysis]
article29
2010Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
[Full Text][Citation analysis]
article1
2003Pricing Bounds on Asian Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article44
1995Equity-linked life insurance: A model with stochastic interest rates In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article44
2011Equity-linked pension schemes with guarantees In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article10
2010Equity-Linked Pension Schemes with Guarantees.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2006New No-arbitrage Conditions and the Term Structure of Interest Rate Futures In: Annals of Finance.
[Full Text][Citation analysis]
article2
1992Book reviews In: Journal of Economics.
[Full Text][Citation analysis]
article0
1996Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article14
2002Pricing of Asian exchange rate options under stochastic interest rates as a sum of options In: Finance and Stochastics.
[Full Text][Citation analysis]
article13
2013New performance-vested stock option schemes In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
1996The pricing of Asian options under stochastic interest rates In: Applied Mathematical Finance.
[Full Text][Citation analysis]
article10
2010ITS YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2012IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team