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


Statistics updated 2023-01-04