Klaus Sandmann

1.2k total citations
28 papers, 681 citations indexed

About

Klaus Sandmann is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Klaus Sandmann has authored 28 papers receiving a total of 681 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 11 papers in Economics and Econometrics and 7 papers in Demography. Recurrent topics in Klaus Sandmann's work include Stochastic processes and financial applications (18 papers), Insurance, Mortality, Demography, Risk Management (7 papers) and Economic theories and models (7 papers). Klaus Sandmann is often cited by papers focused on Stochastic processes and financial applications (18 papers), Insurance, Mortality, Demography, Risk Management (7 papers) and Economic theories and models (7 papers). Klaus Sandmann collaborates with scholars based in Germany, Denmark and United States. Klaus Sandmann's co-authors include Dieter Sondermann, Kristian R. Miltersen, Ramaprasad Bhar, Philipp Schönbucher, An Chen, An Chen and Markus Pelger and has published in prestigious journals such as The Journal of Finance, Journal of Financial and Quantitative Analysis and Insurance Mathematics and Economics.

In The Last Decade

Klaus Sandmann

27 papers receiving 581 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Klaus Sandmann Germany 9 571 265 169 164 62 28 681
Huyên Pham France 14 622 1.1× 323 1.2× 186 1.1× 89 0.5× 27 0.4× 23 713
Ann De Schepper Belgium 14 279 0.5× 116 0.4× 121 0.7× 102 0.6× 29 0.5× 44 397
José Da Fonseca New Zealand 16 1.0k 1.8× 361 1.4× 90 0.5× 242 1.5× 107 1.7× 49 1.2k
Farshid Jamshidian Netherlands 13 1.2k 2.2× 410 1.5× 121 0.7× 228 1.4× 181 2.9× 23 1.3k
Thorsten Rheinländer United Kingdom 10 514 0.9× 281 1.1× 186 1.1× 115 0.7× 62 1.0× 28 629
Knut K. Aase Norway 14 543 1.0× 504 1.9× 218 1.3× 285 1.7× 25 0.4× 69 801
Aleš Černý United Kingdom 13 412 0.7× 285 1.1× 135 0.8× 83 0.5× 57 0.9× 44 523
Lars Stentoft Canada 12 539 0.9× 283 1.1× 83 0.5× 90 0.5× 94 1.5× 66 638
Steven E. Posner United States 8 389 0.7× 190 0.7× 86 0.5× 193 1.2× 36 0.6× 19 612
Griselda Deelstra Belgium 14 667 1.2× 277 1.0× 185 1.1× 346 2.1× 52 0.8× 74 798

Countries citing papers authored by Klaus Sandmann

Since Specialization
Citations

This map shows the geographic impact of Klaus Sandmann's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Klaus Sandmann with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Klaus Sandmann more than expected).

Fields of papers citing papers by Klaus Sandmann

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Klaus Sandmann. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Klaus Sandmann. The network helps show where Klaus Sandmann may publish in the future.

Co-authorship network of co-authors of Klaus Sandmann

This figure shows the co-authorship network connecting the top 25 collaborators of Klaus Sandmann. A scholar is included among the top collaborators of Klaus Sandmann based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Klaus Sandmann. Klaus Sandmann is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chen, An & Klaus Sandmann. (2012). IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS. International Journal of Theoretical and Applied Finance. 15(8). 1250054–1250054. 4 indexed citations
2.
Sandmann, Klaus, et al.. (2010). Strukturierte Zinsswaps vor den Berufungsgerichten: eine Zwischenbilanz. Zeitschrift für Bankrecht und Bankwirtschaft. 22(2). 77–95. 1 indexed citations
3.
Chen, An, Markus Pelger, & Klaus Sandmann. (2010). New Performance-Vested Stock Option Schemes. SSRN Electronic Journal. 2 indexed citations
4.
Sandmann, Klaus, et al.. (2009). Equity-Linked Pension Schemes with Guarantees. SSRN Electronic Journal. 5 indexed citations
5.
Sandmann, Klaus, et al.. (2009). In Arrear Term Structure Products: No Arbitrage Pricing Bounds and the Convexity Adjustments. SSRN Electronic Journal. 1 indexed citations
6.
Sandmann, Klaus. (2009). Einführung in die Stochastik der Finanzmärkte. 1 indexed citations
7.
Sandmann, Klaus, et al.. (2008). Return Guarantees with Delayed Payment. German Economic Review. 9(2). 207–231. 2 indexed citations
8.
Sandmann, Klaus, et al.. (2006). Return Guarantees with Delayed Payment. SSRN Electronic Journal. 2 indexed citations
9.
Sandmann, Klaus, Philipp Schönbucher, & Ramaprasad Bhar. (2002). Advances in finance and stochastics : essays in honour of Dieter Sondermann. Springer eBooks. 69 indexed citations
10.
Sandmann, Klaus, et al.. (2002). The Fair Premium of an Equity-Linked Life and Pension Insurance. SSRN Electronic Journal. 2 indexed citations
11.
Sandmann, Klaus, et al.. (2002). Advances in Finance and Stochastics. DIAL (Catholic University of Leuven). 113 indexed citations
12.
Sandmann, Klaus. (2001). Einführung in die Stochastik der Finanzmärkte. 2 indexed citations
13.
Sandmann, Klaus. (1999). Einführung in die Stochastik der Finanzmärkte. 3 indexed citations
14.
Sandmann, Klaus & Dieter Sondermann. (1997). A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures. Mathematical Finance. 7(2). 119–125. 33 indexed citations
15.
Sandmann, Klaus, et al.. (1996). The pricing of Asian options under stochastic interest rates. Applied Mathematical Finance. 3(3). 209–236. 14 indexed citations
16.
Sandmann, Klaus, et al.. (1995). The Pricing of Asian Options Under Stochastic Interest Rates. SSRN Electronic Journal. 3 indexed citations
17.
Sandmann, Klaus, et al.. (1995). Equity-linked Life Insurance - A Model with Stochastic Interest Rates. SSRN Electronic Journal. 2 indexed citations
18.
Sandmann, Klaus, et al.. (1995). Equity-linked life insurance: A model with stochastic interest rates. Insurance Mathematics and Economics. 16(3). 225–253. 62 indexed citations
19.
Sandmann, Klaus & Dieter Sondermann. (1995). On the Stability of Log-Normal Interest Rate Models and the Pricing of Eurodollar Futures. 9 indexed citations
20.
Sandmann, Klaus, et al.. (1995). A Discrete Time Approach for European and American Barrier Options. SSRN Electronic Journal. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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