Klaus Sandmann

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Advances in Finance and Stochastics

Philipp J. Schönbucher, Klaus Sandmann, P. Schönbucher, 2002 .

Term Structure Models

Klaus Sandmann, 2015 .

Pricing of Asian exchange rate options under stochastic interest rates as a sum of options

Klaus Sandmann, J. Aase Nielsen, 2002, Finance Stochastics.

The Pricing of Options With an Uncertain Interest Rate: A Discrete-Time Approach

Klaus Sandmann, K. Sandmann, 1993 .

Equity-Linked Life Insurance - a Model with Stochastic Interest Rates

Klaus Sandmann, J. Aase Nielsen, 1995 .

The Fair Premium of an Equity-Linked Life and Pension Insurance

Klaus Sandmann, K. Sandmann, J. A. Nielsen, 2002 .

Log-Normal Interest Rate Models: Stability and Methodology

Klaus Sandmann, Dieter Sondermann, D. Sondermann, 1997 .

A Term Structure Model and Interest Rate Options

Klaus Sandmann, Dieter Sondermann, 1993 .

The Pricing of Asian Options under Stochastic Interest Rates

Klaus Sandmann, J. A. Nielsen, 1996 .

A Term Structure Model and the Pricing of Interest Rate Derivative

Klaus Sandmann, Dieter Sondermann, D. Sondermann, 1993 .

A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures

Klaus Sandmann, Dieter Sondermann, D. Sondermann, 1997 .

In-Arrears Term Structure Products: No Arbitrage Pricing Bounds and the Convexity Adjustments

Klaus Sandmann, An Chen, K. Sandmann, 2009 .