Klaus Sandmann

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments International Journal of Theoretical and Applied Finance	2013-03-12	Paper
New no-arbitrage conditions and the term structure of interest rate futures Annals of Finance	2012-03-06	Paper
Equity-linked pension schemes with guarantees Insurance Mathematics & Economics	2011-12-21	Paper
It's your choice: a unified approach to chooser options International Journal of Theoretical and Applied Finance	2010-05-19	Paper
scientific article; zbMATH DE number 5638407 (Why is no real title available?)	2009-11-25	Paper
scientific article; zbMATH DE number 5638408 (Why is no real title available?)	2009-11-25	Paper
Introduction to the stochastics of financial markets	2009-11-10	Paper
scientific article; zbMATH DE number 1795853 (Why is no real title available?)	2004-02-27	Paper
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options Finance and Stochastics	2003-10-22	Paper
A term structure model and the pricing of interest rate derivatives.	2002-01-06	Paper
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures Mathematical Finance	1998-01-21	Paper
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach¹ Mathematical Finance	1998-01-21	Paper
Equity-linked life insurance: A model with stochastic interest rates Insurance Mathematics & Economics	1997-10-19	Paper
The pricing of Asian options under stochastic interest rates Applied Mathematical Finance	1997-07-03	Paper

Research outcomes over time

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