8
H index
8
i10 index
384
Citations
Klaus Sandmann : Citation Profile
Rheinische Friedrich-Wilhelms-Universität Bonn | RESEARCH PRODUCTION: 15 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1992 - 2013). 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:
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Main data
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 Economics | 2 |
Recent works citing Klaus Sandmann (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Thieles 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 |
| 2023 | The 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 |
| 2023 | Analysing 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 | A 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. Full description at Econpapers || Download paper |
Works by Klaus Sandmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Return Guarantees with Delayed Payment In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1997 | Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 214 |
| 1997 | A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures In: Mathematical Finance. [Full Text][Citation analysis] | article | 29 |
| 2010 | Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 1 |
| 2003 | Pricing Bounds on Asian Options In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 45 |
| 1995 | Equity-linked life insurance: A model with stochastic interest rates In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 45 |
| 2011 | Equity-linked pension schemes with guarantees In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
| 2010 | Equity-Linked Pension Schemes with Guarantees.(2010) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2006 | New No-arbitrage Conditions and the Term Structure of Interest Rate Futures In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
| 1992 | Book reviews In: Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1996 | Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 14 |
| 2002 | Pricing of Asian exchange rate options under stochastic interest rates as a sum of options In: Finance and Stochastics. [Full Text][Citation analysis] | article | 13 |
| 2013 | New performance-vested stock option schemes In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1996 | The pricing of Asian options under stochastic interest rates In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 10 |
| 2010 | ITS YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2012 | IN-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] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team