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Sandmann, Klaus


 SSRN Author Rank: 7,440 by Downloads
 Professor of Business Administration
 

University of Bonn - The Bonn Graduate School of Economics


 Adenauerallee 24-26
 Bonn, D-53113
 Germany
 email address

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. Sandmann, Klaus's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,586
Total
Citations
37
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Sondermann, Dieter
University of Bonn - Institute of Statistics
Posted:
06 Mar 97
Last Revised:
17 May 06
1,672
(4,895)
 

2.  
Pricing Bounds on Asian Options | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, June 2003
Accepted Paper Series
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
17 May 06
383
(43,883)
17

3.  
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
10 Mar 02
341
(50,496)
8

4.  
Reimer, Matthias
University of Bonn - Institute of Statistics
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
24 Apr 98
298
(59,204)
1

5.  
Miltersen, Kristian R.
Copenhagen Business School
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
17 May 06
221
(81,752)
1

6.  
Pricing of Asian Exchange Rate Options under Stochastic Interest Rates as a Sum of Options | Show Abstract | Download |
Finance and Stochastics, Vol. 3, No. 6, pp. 355-370, 2002
Accepted Paper Series
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
17 May 06
205
(88,219)
5

7.  
New Performance-Vested Stock Option Schemes | Show Abstract | Download |
Applied Financial Economics, Forthcoming
Accepted Paper Series
Chen, An
University of Ulm
Pelger, Markus
University of California, Berkeley - Department of Economics
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
29 May 10
Last Revised:
12 Nov 12
181
(99,357)
 

8.  
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Schlogl, Erik
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
19 Feb 09
107
(153,946)
4

9.  
Return Guarantees with Delayed Payment | Show Abstract | Download |
German Economic Review, 2006
Accepted Paper Series
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Mahayni, Antje Brigitte
Mercator School of Management
Posted:
17 May 06
105
(156,078)
1

10.  
In-Arrears Term Structure Products: No Arbitrage Pricing Bounds and the Convexity Adjustments | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Forthcoming
Accepted Paper Series
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Chen, An
University of Ulm
Posted:
19 Oct 09
Last Revised:
16 Nov 12
73
(197,016)
 

11.  
It's Your Choice: A Unified Approach to Chooser Options | Show Abstract |
International Journal of Theoretical and Applied Finance (IJTAF), 2010
Accepted Paper Series
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Wittke, Manuel
Deloitte & Touche - Financial Risk Solutions
Posted:
08 Jun 10
Last Revised:
09 Jun 10
 

12.   Incl. Electronic Paper
Miltersen, Kristian R.
Copenhagen Business School
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Sondermann, Dieter
University of Bonn - Institute of Statistics
Posted:
18 Aug 99
Last Revised:
17 May 06
 

13.  
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Sondermann, Dieter
University of Bonn - Institute of Statistics
Posted:
08 Sep 99
 

14.  
The Pricing of Asian Options Under Stochastic Interest Rates | Show Abstract |
Applied Mathematical Finance, Vol. 3, No. 3, pp. 209-236, 1995
Accepted Paper Series
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
13 Jul 98
 

15.  
Equity-linked Life Insurance - A Model with Stochastic Interest Rates | Show Abstract |
Insurance, Mathematics and Economics, Vol. 16, No. 3, pp. 225-253, 1995
Accepted Paper Series
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
05 May 98
 

16.   Incl. Electronic Paper
Nielsen, J. Aase
University of Aarhus - Department of Theoretical Statistics and Operations Research
Sandmann, Klaus
University of Bonn - The Bonn Graduate School of Economics
Posted:
21 May 96
Last Revised:
15 May 98
 


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