Access Statistics for Eva Lütkebohmert

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance	0	0	0	21	0	0	1	64
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve	0	0	1	54	1	1	5	158
Failure of saddle-point method in the presence of double defaults	0	0	0	36	0	1	3	132
Granularity adjustment for Basel II	1	4	16	1,447	4	12	44	3,925
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation	0	0	0	116	0	0	0	340
Treatment of Double Default Effects within the Granularity Adjustment for Basel II	0	0	1	100	1	1	3	327
Total Working Papers	1	4	18	1,774	6	15	56	4,946

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multiperiod Bank Run Model for Liquidity Risk	0	0	2	27	0	0	4	59
A Multiple Curve Lévy Swap Market Model	0	0	2	3	0	0	3	6
A hybrid convolutional neural network with long short-term memory for statistical arbitrage	1	4	23	54	5	11	42	99
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	0	0	0	1	0	0	0	11
Empirical analysis and forecasting of multiple yield curves	1	2	5	25	2	3	12	58
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk	0	0	0	2	1	1	3	29
Granularity Adjustment for Regulatory Capital Assessment	1	4	9	153	3	11	31	596
Investor sentiment and global economic conditions	0	2	2	2	0	2	10	13
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS	0	0	2	5	0	0	3	13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS	0	0	0	1	2	2	2	17
Robust deep hedging	0	0	0	3	0	0	0	6
Robust statistical arbitrage strategies	0	0	2	20	0	1	7	51
Rollover risk and credit risk under time-varying margin	0	0	0	4	0	0	1	20
Tightening robust price bounds for exotic derivatives	0	0	1	8	0	0	1	34
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES	0	0	0	6	0	0	0	24
Wealth management products, banking competition, and stability: Evidence from China	0	0	1	8	3	3	10	47
Total Journal Articles	3	12	49	322	16	34	129	1,083

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Statistics updated 2025-03-03