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 1 7 74
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 1 55 1 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 0 1 6 111
Granularity adjustment for Basel II 2 4 18 1,473 9 16 80 4,035
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 0 1 11 352
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 1 1 10 21
Measuring Name Concentrations through Deep Learning 0 0 1 3 1 1 11 17
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 0 2 14 2 3 22 47
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 0 7 2 4 14 18
Robust deep hedging 1 1 1 13 2 2 13 61
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 1 2 13 340
Total Working Papers 3 5 23 1,867 20 33 218 5,399

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 0 4 63
A Multiple Curve Lévy Swap Market Model 0 0 0 3 3 3 3 10
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 1 2 8 67 1 3 17 124
Calculating capital charges for sector concentration risk 0 2 15 26 0 9 32 50
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 1 6 22 33
Empirical analysis and forecasting of multiple yield curves 0 0 2 28 0 9 22 84
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 0 1 9 38
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 1 3 13 175 1 7 50 674
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 1 3 6 1 3 13 29
Measuring name concentrations through deep learning 0 0 1 1 0 1 10 10
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 0 0 11 11 2 7 59 59
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 1 2 12 18
Robust statistical arbitrage strategies 0 0 0 20 0 3 8 60
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 2 21 69
Total Journal Articles 2 9 58 409 12 59 335 1,494

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Statistics updated 2026-09-10