Access Statistics for Eva Lütkebohmert

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 66
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 1 1 4 159
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 0 1 132
Granularity adjustment for Basel II 1 6 15 1,455 4 26 53 3,955
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 0 1 1 341
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 0 0 2 327
Total Working Papers 1 6 15 1,782 5 28 63 4,980

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiperiod Bank Run Model for Liquidity Risk 0 0 1 27 0 0 1 59
A Multiple Curve Lévy Swap Market Model 0 0 0 3 0 1 2 7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 0 0 13 58 1 2 29 106
Calculating capital charges for sector concentration risk 2 4 11 11 3 6 16 16
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 0 0 4 26 0 2 10 62
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 0 2 0 0 2 29
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 1 1 2 2
Granularity Adjustment for Regulatory Capital Assessment 3 4 13 160 9 14 45 618
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 0 5 5
Investor sentiment and global economic conditions 1 1 3 3 1 1 6 16
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 1 5 0 0 2 13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 2 17
Robust deep hedging 0 0 0 3 0 0 0 6
Robust statistical arbitrage strategies 0 0 1 20 0 0 5 52
Rollover risk and credit risk under time-varying margin 0 0 0 4 1 1 2 21
Tightening robust price bounds for exotic derivatives 0 1 1 9 0 1 1 35
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 1 1 1 25
Wealth management products, banking competition, and stability: Evidence from China 0 0 0 8 0 0 5 47
Total Journal Articles 6 10 48 347 17 30 136 1,147

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Statistics updated 2025-08-05