Klaus Sandmann : Citation Profile

Rheinische Friedrich-Wilhelms-Universität Bonn

8

H index

8

i10 index

385

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: 11.    Total self citations: 6 (1.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa599
   Updated: 2025-01-10    RAS profile: 2024-11-07    
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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)

Jarrow, Robert (4)

Dhaene, Jan (4)

Belomestny, Denis (3)

LI, HAITAO (3)

Gnoatto, Alessandro (3)

Cites to:

Vorst, Ton (8)

Brennan, Michael (6)

Jarrow, Robert (5)

Ortu, Fulvio (5)

Dhaene, Jan (4)

Schlogl, Erik (3)

Kreps, David (1)

Coughlin, Peter (1)

Milevsky, Moshe (1)

Millossovich, Pietro (1)

Xiong, Wei (1)

Main data

Production by document typearticlepaper1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199219931994199519961997199819992000200120022003200420052006200720082009201020112012201305101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19951996199719981999200020012002200320042005200620072008200920102011201220130100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Klaus Sandmann has published?

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

Recent works citing Klaus Sandmann (2024 and 2023)

Year  ↓Title of citing document  ↓
2024Thieles 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.

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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.

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2024Closed-form approximations for basket option pricing under normal tempered stable Lévy model. (2024). Zhong, Qifeng ; Yao, Jing ; Sayit, Hasanjan ; Hu, Dongdong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400158x.

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2024Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645.

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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.

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2023Využití modelu BGM při řízení úrokového rizika v českém prostředí v období po finanční krizi. (2015). Kralova, Dana Cichova . In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:6:id:1023:p:714-758.

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2023A transform-based method for pricing Asian options under general two-dimensional models. (2023). Zeng, Pingping ; Zhang, Weinan. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:11:p:1677-1697.

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2023.

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Works by Klaus Sandmann:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Return Guarantees with Delayed Payment In: German Economic Review.
[Full Text][Citation analysis]		article0
2008Return Guarantees with Delayed Payment.(2008) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1997 Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article214
1997A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures In: Mathematical Finance.
[Full Text][Citation analysis]		article28
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]		article46
1995Equity-linked life insurance: A model with stochastic interest rates In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article45
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]		article11
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. Last updated December, 8 2024. Contact: CitEc Team