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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Sandmann, Klaus"
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8
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Aufsatz in Zeitschrift
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Sandmann, Klaus
16
Aase Nielsen, Jørgen
6
Sondermann, Dieter
3
Chen, An
2
Miltersen, Kristian R.
2
Schlögl, Erik
2
Köndgen, Johannes
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Mahayni, Antje B.
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ECONIS (ZBW)
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1
New performance-vested stock options schemes
Chen, An
;
Pelger, Markus
;
Sandmann, Klaus
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 709-727
Persistent link: https://www.econbiz.de/10009750632
Saved in:
2
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
3
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
4
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
5
Strukturierte Zinsswaps vor den Berufungsgerichten : eine Zwischenbilanz
Köndgen, Johannes
;
Sandmann, Klaus
- In:
Zeitschrift für Bankrecht und Bankwirtschaft : ZBB
22
(
2010
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10003957291
Saved in:
6
Return guarantees with delayed payment
Mahayni, Antje B.
;
Sandmann, Klaus
- In:
German economic review
9
(
2008
)
2
,
pp. 207-231
Persistent link: https://www.econbiz.de/10003696483
Saved in:
7
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
8
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
Saved in:
9
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Saved in:
10
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
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