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 1 7 74
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 1 55 0 1 21 180
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 0 10 143
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 1 2 7 112
Granularity adjustment for Basel II 4 7 21 1,477 6 17 85 4,041
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 0 0 11 352
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 0 1 10 21
Measuring Name Concentrations through Deep Learning 0 0 1 3 0 1 10 17
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 0 2 14 0 3 20 47
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 0 7 0 3 13 18
Robust deep hedging 0 1 1 13 1 3 14 62
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 1 3 14 341
Total Working Papers 4 8 26 1,871 9 35 222 5,408

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 27 1 1 5 64
A Multiple Curve Lévy Swap Market Model 0 0 0 3 0 3 3 10
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 1 2 8 68 2 4 18 126
Calculating capital charges for sector concentration risk 0 2 14 26 0 6 31 50
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 1 2 23 34
Empirical analysis and forecasting of multiple yield curves 0 0 1 28 4 13 25 88
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 1 2 10 39
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 0 0 6 9
Granularity Adjustment for Regulatory Capital Assessment 0 2 13 175 1 6 50 675
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 0 10 15
Investor sentiment and global economic conditions 0 0 3 6 0 1 13 29
Measuring name concentrations through deep learning 0 0 1 1 3 3 13 13
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 1 1 12 12 3 8 61 62
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 0 0 1 14
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 5 22
Robust deep hedging 0 1 2 5 2 4 14 20
Robust statistical arbitrage strategies 0 0 0 20 1 1 9 61
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 1 10 31
Tightening robust price bounds for exotic derivatives 0 0 0 9 0 0 9 44
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 0 1 7 7
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 1 5 31
Wealth management products, banking competition, and stability: Evidence from China 0 0 2 11 2 4 23 71
Total Journal Articles 2 8 57 411 21 61 351 1,515

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Statistics updated 2026-10-11