Klaus Sandmann

Available identifiers

Publication	Date of Publication	Type
IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS	2013-03-12	Paper
New no-arbitrage conditions and the term structure of interest rate futures	2012-03-06	Paper
Equity-linked pension schemes with guarantees	2011-12-21	Paper
IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS	2010-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q3648359	2009-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3648360	2009-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3643095	2009-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4550920	2004-02-27	Paper
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options	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	1998-01-21	Paper
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach¹	1998-01-21	Paper
Equity-linked life insurance: A model with stochastic interest rates	1997-10-19	Paper
The pricing of Asian options under stochastic interest rates	1997-07-03	Paper

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