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 3 7 73
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve 0 0 0 54 1 8 16 174
Failure of saddle-point method in the presence of double defaults 0 0 0 36 0 5 10 142
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 4 5 110
Granularity adjustment for Basel II 1 2 17 1,465 7 18 80 4,007
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation 0 0 0 116 2 5 9 349
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information 0 0 0 3 0 3 7 17
Measuring Name Concentrations through Deep Learning 0 0 1 3 0 4 8 14
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks 0 1 4 14 3 8 17 38
Robust Bernoulli Mixture Models for Credit Portfolio Risk 0 0 0 7 1 2 7 10
Robust deep hedging 0 0 0 12 2 4 10 58
Treatment of Double Default Effects within the Granularity Adjustment for Basel II 0 0 0 100 1 6 10 337
Total Working Papers 1 3 22 1,857 17 70 186 5,329

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 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 2 4 11 65 4 8 20 120
Calculating capital charges for sector concentration risk 1 5 15 21 4 10 27 35
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 0 0 0 1 1 7 13 24
Empirical analysis and forecasting of multiple yield curves 1 1 3 28 1 3 10 69
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk 0 0 1 3 0 3 5 34
Failure of the saddlepoint method in the presence of double defaults 0 0 0 0 1 2 7 7
Granularity Adjustment for Regulatory Capital Assessment 2 3 13 167 2 15 59 659
Improved robust price bounds for multi-asset derivatives under market-implied dependence information 0 0 0 0 1 6 10 14
Investor sentiment and global economic conditions 0 0 2 4 0 1 7 22
Measuring name concentrations through deep learning 0 0 0 0 0 3 4 4
Name concentration risk in Multilateral Development Banks’ portfolios: Measurement and capital adequacy implications 2 4 11 11 13 22 46 46
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS 0 0 0 5 0 1 1 14
OPTIMALITY OF PAYOFFS IN LÉVY MODELS 0 0 0 1 0 0 2 19
Robust deep hedging 0 1 1 4 1 7 9 15
Robust statistical arbitrage strategies 0 0 0 20 0 2 5 56
Rollover risk and credit risk under time-varying margin 0 0 0 4 1 5 9 29
Tightening robust price bounds for exotic derivatives 0 0 1 9 2 4 7 41
Treatment of double default effects within the granularity adjustment for Basel II 0 0 0 0 0 2 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 1 6 13 60
Total Journal Articles 8 18 61 390 32 110 267 1,370

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Statistics updated 2026-04-09