The following pages link to Eva Lütkebohmert (Q496576):
Displayed 19 items.
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
- Arbitrage-free Nelson-Siegel model for multiple yield curves (Q2120601) (← links)
- Wealth management products, banking competition, and stability: evidence from China (Q2136949) (← links)
- Robust forecasting of multiple yield curves (Q2180404) (← links)
- Empirical analysis and forecasting of multiple yield curves (Q2212160) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284) (← links)
- Concentration Risk in Credit Portfolios (Q3528114) (← links)
- A Multiperiod Bank Run Model for Liquidity Risk* (Q4554577) (← links)
- Rollover risk and credit risk under time-varying margin (Q4555090) (← links)
- Collateralized Borrowing and Default Risk (Q4976498) (← links)
- (Q4979889) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- A Multiple Curve Lévy Swap Market Model (Q4994676) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)
- A hybrid convolutional neural network with long short-term memory for statistical arbitrage (Q6158423) (← links)
- Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information (Q6395524) (← links)