Eva Lütkebohmert

Available identifiers

zbMath Open lutkebohmert.evaMaRDI QIDQ496576

List of research outcomes

Publication	Date of Publication	Type
A hybrid convolutional neural network with long short-term memory for statistical arbitrage	2023-06-20	Paper
Wealth management products, banking competition, and stability: evidence from China	2022-05-16	Paper
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	2022-04-03	Paper
Arbitrage-free Nelson-Siegel model for multiple yield curves	2022-04-01	Paper
A Multiple Curve Lévy Swap Market Model	2021-06-21	Paper
Robust statistical arbitrage strategies	2021-06-02	Paper
Empirical analysis and forecasting of multiple yield curves	2020-11-19	Paper
Robust forecasting of multiple yield curves	2020-05-14	Paper
Tightening robust price bounds for exotic derivatives	2020-01-24	Paper
Rollover risk and credit risk under time-varying margin	2018-11-19	Paper
A Multiperiod Bank Run Model for Liquidity Risk*	2018-11-08	Paper
Collateralized Borrowing and Default Risk	2017-07-31	Paper
Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model	2015-09-22	Paper
OPTIMALITY OF PAYOFFS IN LÉVY MODELS	2014-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4979889	2014-06-19	Paper
VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES	2014-04-25	Paper
Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance	2009-09-28	Paper
Concentration Risk in Credit Portfolios	2008-10-06	Paper
An asymptotic expansion for a Black--Scholes type model	2005-02-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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