Klaus Sandmann

Klaus Sandmann

Rheinische Friedrich Wilhelms Universität Bonn - Bonn / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1763733
University of Bonn
person_outline Klaus Sandmann's MOST POPULAR ARTICLES
1-) Closed form solutions for term structure derivatives with log‐normal interest ratesKR Miltersen, K Sandmann, D SondermannThe Journal of Finance 52 (1), 409-430, 19977581997
2-) Equity-linked life insurance: A model with stochastic interest ratesJA Nielsen, K SandmannInsurance: Mathematics and Economics 16 (3), 225-253, 19951471995
3-) Pricing bounds on Asian optionsJA Nielsen, K SandmannJournal of Financial and Quantitative Analysis 38 (2), 449-473, 20031432003
4-) Einführung in die Stochastik der FinanzmärkteK SandmannSpringer-Verlag, 20131442013
5-) A note on the stability of lognormal interest rate models and the pricing of Eurodollar futuresK Sandmann, D SondermannMathematical Finance 7 (2), 119-125, 19971101997