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 0 7 73
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 1 1 55 0 5 21 179
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 1 11 143
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 0 5 110
Granularity adjustment for Basel II 1 5 16 1,470 5 17 73 4,024
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 1 3 11 352
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 0 3 10 20
Measuring Name Concentrations through Deep Learning 0 0 1 3 0 2 10 16
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 0 2 14 0 6 20 44
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 0 7 1 5 12 15
Robust deep hedging 0 0 0 12 0 1 11 59
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 0 1 11 338
Total Working Papers 1 6 20 1,863 7 44 202 5,373

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 1 4 63
A Multiple Curve Lévy Swap Market Model 0 0 0 3 0 0 0 7
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 1 1 8 66 1 2 17 122
Calculating capital charges for sector concentration risk 0 3 15 24 3 9 31 44
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 5 8 21 32
Empirical analysis and forecasting of multiple yield curves 0 0 2 28 0 6 13 75
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 0 3 8 37
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 0 2 8 9
Granularity Adjustment for Regulatory Capital Assessment 1 6 16 173 2 10 60 669
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 1 10 15
Investor sentiment and global economic conditions 1 2 4 6 2 6 13 28
Measuring name concentrations through deep learning 0 1 1 1 1 6 10 10
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 0 0 11 11 2 8 54 54
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 0 0 1 14
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 3 5 22
Robust deep hedging 0 0 1 4 0 1 10 16
Robust statistical arbitrage strategies 0 0 0 20 3 4 8 60
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 1 10 30
Tightening robust price bounds for exotic derivatives 0 0 0 9 0 3 9 44
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 0 2 6 6
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 1 6 30
Wealth management products, banking competition, and stability: Evidence from China 0 0 3 11 0 7 20 67
Total Journal Articles 3 13 62 403 19 84 324 1,454

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Statistics updated 2026-07-10