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 73
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 4 7 20 178
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 0 10 142
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 1 5 110
Granularity adjustment for Basel II 0 1 16 1,465 6 19 84 4,013
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 1 3 10 350
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 3 4 10 20
Measuring Name Concentrations through Deep Learning 0 0 1 3 1 3 9 15
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 1 3 14 2 9 18 40
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 0 7 3 4 10 13
Robust deep hedging 0 0 0 12 1 4 11 59
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 1 3 11 338
Total Working Papers 0 2 20 1,857 22 58 205 5,351

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 4 63
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 7 65 1 5 17 121
Calculating capital charges for sector concentration risk 0 3 14 21 2 8 27 37
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 1 4 14 25
Empirical analysis and forecasting of multiple yield curves 0 1 2 28 4 5 13 73
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 3 3 8 37
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 2 3 8 9
Granularity Adjustment for Regulatory Capital Assessment 3 5 14 170 5 14 60 664
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 0 3 9 14
Investor sentiment and global economic conditions 0 0 2 4 3 3 10 25
Measuring name concentrations through deep learning 1 1 1 1 4 4 8 8
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 0 2 11 11 3 18 49 49
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 0 1 1 14
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 3 3 5 22
Robust deep hedging 0 0 1 4 1 4 10 16
Robust statistical arbitrage strategies 0 0 0 20 1 1 5 57
Rollover risk and credit risk under time-varying margin 0 0 0 4 1 2 10 30
Tightening robust price bounds for exotic derivatives 0 0 1 9 2 4 9 43
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 1 1 5 5
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES 0 0 0 6 1 1 6 30
Wealth management products, banking competition, and stability: Evidence from China 0 0 3 11 2 5 15 62
Total Journal Articles 4 14 57 394 41 93 294 1,411

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Statistics updated 2026-05-06