Author/Creator: Lütkebohmert, Eva - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Lütkebohmert, Eva

1. A Multiple Curve Lévy Swap Market Model. Issue 5 (2nd September 2020)

Authors:: Eberlein, Ernst; Gerhart, Christoph; Lütkebohmert, Eva
Journal:: Applied mathematical finance
Issue:: Volume 27:Issue 5(2020)
Page Start:: 396
Record Type:: Journal Article
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2. Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk. (2nd June 2016)

Authors:: Lütkebohmert, Eva; Oeltz, Daniel; Xiao, Yajun
Journal:: European financial management
Issue:: Volume 23:Number 1(2017:Jan.)
Page Start:: 55
Record Type:: Journal Article
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3. Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve. (6th June 2022)

Authors:: Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; Pliszka, Kamil
Journal:: European financial management
Issue:: Volume 28:Number 4(2022)
Page Start:: 883
Record Type:: Journal Article
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4. Robust deep hedging. Issue 8 (3rd August 2022)

Authors:: Lütkebohmert, Eva; Schmidt, Thorsten; Sester, Julian
Journal:: Quantitative finance
Issue:: Volume 22:Issue 8(2022)
Page Start:: 1465
Record Type:: Journal Article
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5. Robust statistical arbitrage strategies. Issue 3 (4th March 2021)

Authors:: Lütkebohmert, Eva; Sester, Julian
Journal:: Quantitative finance
Issue:: Volume 21:Issue 3(2021)
Page Start:: 379
Record Type:: Journal Article
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6. Rollover risk and credit risk under time-varying margin. Issue 3 (4th March 2017)

Authors:: He, Xue-Zhong; Lütkebohmert, Eva; Xiao, Yajun
Journal:: Quantitative finance
Issue:: Volume 17:Issue 3(2017)
Page Start:: 455
Record Type:: Journal Article
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7. Tightening robust price bounds for exotic derivatives. Issue 11 (2nd November 2019)

Authors:: Lütkebohmert, Eva; Sester, Julian
Journal:: Quantitative finance
Issue:: Volume 19:Issue 11(2019)
Page Start:: 1797
Record Type:: Journal Article
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