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 20 0 0 1 62
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 1 51 0 0 8 145
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 1 1 128
Granularity adjustment for Basel II 2 5 66 1,393 4 13 143 3,790
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 115 0 0 1 336
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 99 0 1 1 320
Total Working Papers 2 5 67 1,714 4 15 155 4,781

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 0 20 0 0 0 45
A Multiple Curve Lévy Swap Market Model 0 0 0 0 0 0 0 1
Empirical analysis and forecasting of multiple yield curves 0 0 6 11 1 1 8 30
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 1 1 2 0 2 4 23
Granularity Adjustment for Regulatory Capital Assessment 0 0 7 129 2 4 22 523
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 0 15
Robust deep hedging 1 1 2 2 1 1 3 3
Robust statistical arbitrage strategies 0 0 3 16 0 0 8 35
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 0 1 19
Tightening robust price bounds for exotic derivatives 0 1 1 7 0 1 4 31
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 1 6 0 0 3 20
Wealth management products, banking competition, and stability: Evidence from China 1 1 4 4 1 3 17 17
Total Journal Articles 2 4 25 202 5 12 70 762

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-01-04