Access Statistics for Eva Lütkebohmert

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	21	0	0	1	63
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve	0	0	1	52	0	1	4	149
Failure of saddle-point method in the presence of double defaults	0	0	0	36	0	0	0	128
Granularity adjustment for Basel II	3	15	33	1,424	7	27	76	3,859
Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation	0	0	0	115	1	1	1	337
Treatment of Double Default Effects within the Granularity Adjustment for Basel II	0	0	0	99	1	1	4	324
Total Working Papers	3	15	35	1,747	9	30	86	4,860

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multiperiod Bank Run Model for Liquidity Risk	0	0	4	24	1	3	9	54
A Multiple Curve Lévy Swap Market Model	0	0	1	1	0	0	2	3
A hybrid convolutional neural network with long short-term memory for statistical arbitrage	1	11	18	18	3	20	35	35
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	0	0	1	1	1	1	8	8
Empirical analysis and forecasting of multiple yield curves	0	2	7	18	0	3	14	43
Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk	0	0	0	2	0	0	3	26
Granularity Adjustment for Regulatory Capital Assessment	2	4	12	141	3	10	34	554
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS	1	1	3	3	1	2	10	10
OPTIMALITY OF PAYOFFS IN LÉVY MODELS	0	0	0	1	0	0	0	15
Robust deep hedging	0	0	2	3	0	0	4	6
Robust statistical arbitrage strategies	0	0	2	18	0	0	8	43
Rollover risk and credit risk under time-varying margin	0	0	0	4	0	0	0	19
Tightening robust price bounds for exotic derivatives	0	0	0	7	0	0	2	33
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES	0	0	0	6	0	1	4	24
Wealth management products, banking competition, and stability: Evidence from China	0	3	4	7	1	7	20	34
Total Journal Articles	4	21	54	254	10	47	153	907

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Statistics updated 2023-11-05