Eva Lütkebohmert
Names
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Eva |
| last: |
Lütkebohmert |
Identifer
Contact
Affiliations
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Albert-Ludwigs-Universität Freiburg
/ Wirtschaftswissenschaftliche Fakultät
Research profile
author of:
- Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance (RePEc:arx:papers:math/0509016)
by Barbara Forster & Eva Luetkebohmert & Josef Teichmann - Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk (RePEc:bla:eufman:v:23:y:2017:i:1:p:55-86)
by Eva Lütkebohmert & Daniel Oeltz & Yajun Xiao - Wealth management products, banking competition, and stability: Evidence from China (RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000513)
by Feng, Xu & Lütkebohmert, Eva & Xiao, Yajun - Investor sentiment and global economic conditions (RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152)
by Herculano, Miguel C. & Lütkebohmert, Eva - Empirical analysis and forecasting of multiple yield curves (RePEc:eee:insuma:v:95:y:2020:i:c:p:59-78)
by Gerhart, Christoph & Lütkebohmert, Eva - Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants (RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259)
by Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva - Granularity Adjustment for Regulatory Capital Assessment (RePEc:ijc:ijcjou:y:2013:q:3:a:2)
by M. B. Gordy & E. Lutkebohmert - A Multiperiod Bank Run Model for Liquidity Risk (RePEc:oup:revfin:v:18:y:2014:i:2:p:803-842.)
by Gechun Liang & Eva Lütkebohmert & Yajun Xiao - A Multiple Curve Lévy Swap Market Model (RePEc:taf:apmtfi:v:27:y:2020:i:5:p:396-421)
by Ernst Eberlein & Christoph Gerhart & Eva Lütkebohmert - Rollover risk and credit risk under time-varying margin (RePEc:taf:quantf:v:17:y:2017:i:3:p:455-469)
by Xue-Zhong He & Eva Lütkebohmert & Yajun Xiao - Tightening robust price bounds for exotic derivatives (RePEc:taf:quantf:v:19:y:2019:i:11:p:1797-1815)
by Eva Lütkebohmert & Julian Sester - Robust statistical arbitrage strategies (RePEc:taf:quantf:v:21:y:2021:i:3:p:379-402)
by Eva Lütkebohmert & Julian Sester - Robust deep hedging (RePEc:taf:quantf:v:22:y:2022:i:8:p:1465-1480)
by Eva Lütkebohmert & Thorsten Schmidt & Julian Sester - A hybrid convolutional neural network with long short-term memory for statistical arbitrage (RePEc:taf:quantf:v:23:y:2023:i:4:p:595-613)
by P. Eggebrecht & E. Lütkebohmert - Value-At-Risk Computations In Stochastic Volatility Models Using Second-Order Weak Approximation Schemes (RePEc:wsi:ijtafx:v:17:y:2014:i:01:n:s0219024914500046)
by Eva Lütkebohmert & Lydienne Matchie - Optimality Of Payoffs In Lévy Models (RePEc:wsi:ijtafx:v:17:y:2014:i:06:n:s0219024914500411)
by Ernst August Von Hammerstein & Eva Lütkebohmert & Ludger Rüschendorf & Viktor Wolf - Optimal Cross-Currency Mortgage Decisions (RePEc:wsi:ijtafx:v:25:y:2022:i:03:n:s0219024922500108)
by Eva Lãœtkebohmert & Thorsten Schmidt & Tianjiao Zhu - Treatment of Double Default Effects within the Granularity Adjustment for Basel II (RePEc:zbw:bonedp:102009)
by Ebert, Sebastian & Lütkebohmert, Eva - Failure of saddle-point method in the presence of double defaults (RePEc:zbw:bonedp:192009)
by Lütkebohmert, Eva - Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation (RePEc:zbw:bonedp:242009)
by Ebert, Sebastian & Lütkebohmert, Eva - Granularity adjustment for Basel II (RePEc:zbw:bubdp2:5353)
by Lütkebohmert, Eva & Gordy, Michael B. - Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve (RePEc:zbw:bubdps:242017)
by Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil