| Closed form solutions for term structure derivatives with log‐normal interest rates KR Miltersen, K Sandmann, D Sondermann The Journal of Finance 52 (1), 409-430, 1997 | 760 | 1997 |
| Equity-linked life insurance: A model with stochastic interest rates JA Nielsen, K Sandmann Insurance: Mathematics and Economics 16 (3), 225-253, 1995 | 151 | 1995 |
| Pricing bounds on Asian options JA Nielsen, K Sandmann Journal of Financial and Quantitative Analysis 38 (2), 449-473, 2003 | 146 | 2003 |
| Einführung in die Stochastik der Finanzmärkte K Sandmann Springer-Verlag, 2013 | 139 | 2013 |
| A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures K Sandmann, D Sondermann Mathematical Finance 7 (2), 119-125, 1997 | 112 | 1997 |
| DISCUSSION PAPER B {180 A TERM STRUCTURE MODEL AND THE PRICING OF INTEREST RATE DERIVATIVE K Sandmann, D Sondermann Review of Futures Markets 12 (2), 391-423, 1993 | 79 | 1993 |
| Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates D Sondermann, K Miltersen Discussion Paper Serie B, 1994 | 69 | 1994 |
| Uniqueness of the fair premium for equity-linked life insurance contracts JA Nielsen, K Sandmann The Geneva Papers on Risk and Insurance Theory 21, 65-102, 1996 | 43 | 1996 |
| A discrete time approach for European and American barrier options M Reimer, K Sandmann Available at SSRN 6075, 1995 | 43 | 1995 |
| Advances in finance and stochastics: essays in honour of Dieter Sondermann K Sandmann, PJ Schönbucher Springer Science & Business Media, 2013 | 36* | 2013 |
| Pricing of Asian exchange rate options under stochastic interest rates as a sum of options JA Nielsen, K Sandmann Finance and Stochastics 6, 355-370, 2002 | 34 | 2002 |
| The pricing of Asian options under stochastic interest rates JA Nielsen, K Sandmann Applied Mathematical Finance 3 (3), 209-236, 1996 | 31 | 1996 |
| On the stability of lognormal interest rate models K Sandmann, D Sondermann Rheinische Friedrich-Wilhelms-Universität Bonn, 1989 | 19 | 1989 |
| Equity-linked pension schemes with guarantees JA Nielsen, K Sandmann, E Schlögl Insurance: Mathematics and Economics 49 (3), 547-564, 2011 | 17 | 2011 |
| A term structure model and the pricing of interest rate options K Sandmann, D Sondermann Sonderforschungsbereich 303, 1989 | 16 | 1989 |
| On the stability of log-normal interest rate models and the pricing of Eurodollar futures K Sandmann, D Sondermann Available at SSRN 6144, 1995 | 15 | 1995 |
| Log-normal interest rate models: stability and methodology K Sandmann, D Sondermann Available at SSRN 911, 1997 | 13 | 1997 |
| The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1 K Sandmann Mathematical Finance 3 (2), 201-216, 1993 | 13 | 1993 |
| Zur Bewertung von Caps und Floors K Sandmann, D Sondermann Discussion Paper Serie B, 1988 | 9 | 1988 |
| New performance-vested stock option schemes A Chen, M Pelger, K Sandmann Applied Financial Economics 23 (8), 709-727, 2013 | 7 | 2013 |
Kristian R. MiltersenProfessor of Finance, Copenhagen Business SchoolVerified email at cbs.dk
