Concepedia

Dieter Sondermann

DS

Statistics

Publications

13

Citations

1.6K

H-Index

12

Active since

1972

Affiliations

University of Bonn(Current)

Escola Brasileira de Economia e Finanças

Universität Hamburg

Dieter Sondermann is an author at University of Bonn specializing in economics, business, and finance.

Publications per year

1972–1997

13

Publications

13

Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates

Kristian R. Miltersen, Klaus Sandmann, Dieter Sondermann · The Journal of Finance · 1997 · 586 citations

, , +17

Hedging of non-redundant contingent claims

Dieter Sondermann · RePEc: Research Papers in Economics · 1985 · 475 citations

, , +4

Arrow's theorem, many agents, and invisible dictators

Alan Kirman, Dieter Sondermann · Journal of Economic Theory · 1972 · 250 citations

, , +8

Reinsurance in arbitrage-free markets

Dieter Sondermann · Insurance Mathematics and Economics · 1991 · 65 citations

, , +11

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

Klaus Sandmann, Dieter Sondermann · Mathematical Finance · 1997 · 63 citations

, , +16

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