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 1 5 9 73
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 2 11 15 173
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 9 10 142
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 1 5 5 110
Granularity adjustment for Basel II 0 3 17 1,464 6 28 75 4,000
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 0 6 7 347
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 1 5 8 17
Measuring Name Concentrations through Deep Learning 0 0 1 3 2 4 9 14
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 1 1 4 14 4 5 19 35
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 1 7 0 2 7 9
Robust deep hedging 0 0 0 12 1 4 8 56
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 1 7 9 336
Total Working Papers 1 4 23 1,856 19 91 181 5,312

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 0 2 3 62
A Multiple Curve Lévy Swap Market Model 0 0 0 3 0 0 1 7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 0 2 9 63 0 6 17 116
Calculating capital charges for sector concentration risk 2 5 15 20 2 8 25 31
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 2 8 12 23
Empirical analysis and forecasting of multiple yield curves 0 0 2 27 0 3 10 68
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 0 4 5 34
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 0 3 6 6
Granularity Adjustment for Regulatory Capital Assessment 0 1 12 165 7 15 61 657
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 2 6 9 13
Investor sentiment and global economic conditions 0 1 2 4 0 4 9 22
Measuring name concentrations through deep learning 0 0 0 0 0 4 4 4
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 0 4 9 9 2 13 33 33
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 1 1 1 14
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 1 2 19
Robust deep hedging 0 1 1 4 2 7 8 14
Robust statistical arbitrage strategies 0 0 0 20 0 3 5 56
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 5 8 28
Tightening robust price bounds for exotic derivatives 0 0 1 9 0 3 5 39
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 0 4 4 4
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 2 5 29
Wealth management products, banking competition, and stability: Evidence from China 0 0 3 11 2 5 12 59
Total Journal Articles 2 14 55 382 20 107 245 1,338

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Statistics updated 2026-03-04