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 2 3 66
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 0 0 3 158
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 0 1 132
Granularity adjustment for Basel II 4 6 14 1,453 7 11 36 3,936
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 1 1 1 341
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 1 100 0 0 3 327
Total Working Papers 4 6 15 1,780 8 14 47 4,960

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 1 27 0 0 1 59
A Multiple Curve Lévy Swap Market Model 0 0 1 3 0 0 2 6
A hybrid convolutional neural network with long short-term memory for statistical arbitrage 0 4 15 58 0 5 31 104
Calculating capital charges for sector concentration risk 1 3 8 8 1 5 11 11
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 0 0 0 11
Empirical analysis and forecasting of multiple yield curves 0 1 4 26 1 3 9 61
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 0 2 0 0 2 29
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 0 1 1 1
Granularity Adjustment for Regulatory Capital Assessment 0 3 10 156 3 11 36 607
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 1 5 5
Investor sentiment and global economic conditions 0 0 2 2 0 2 5 15
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 1 5 0 0 2 13
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 2 17
Robust deep hedging 0 0 0 3 0 0 0 6
Robust statistical arbitrage strategies 0 0 2 20 0 1 6 52
Rollover risk and credit risk under time-varying margin 0 0 0 4 0 0 1 20
Tightening robust price bounds for exotic derivatives 0 0 0 8 0 0 0 34
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 0 0 0 24
Wealth management products, banking competition, and stability: Evidence from China 0 0 1 8 0 0 6 47
Total Journal Articles 1 11 45 338 5 29 120 1,122

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Statistics updated 2025-06-06