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 1 21 0 0 1 63
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 1 52 0 1 4 149
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 0 0 128
Granularity adjustment for Basel II 3 15 33 1,424 7 27 76 3,859
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 115 1 1 1 337
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 99 1 1 4 324
Total Working Papers 3 15 35 1,747 9 30 86 4,860


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 4 24 1 3 9 54
A Multiple Curve Lévy Swap Market Model 0 0 1 1 0 0 2 3
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 1 11 18 18 3 20 35 35
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 1 1 1 1 8 8
Empirical analysis and forecasting of multiple yield curves 0 2 7 18 0 3 14 43
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 0 2 0 0 3 26
Granularity Adjustment for Regulatory Capital Assessment 2 4 12 141 3 10 34 554
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 1 1 3 3 1 2 10 10
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 0 15
Robust deep hedging 0 0 2 3 0 0 4 6
Robust statistical arbitrage strategies 0 0 2 18 0 0 8 43
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 0 0 19
Tightening robust price bounds for exotic derivatives 0 0 0 7 0 0 2 33
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 1 4 24
Wealth management products, banking competition, and stability: Evidence from China 0 3 4 7 1 7 20 34
Total Journal Articles 4 21 54 254 10 47 153 907


Statistics updated 2023-11-05