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Eva Lütkebohmert

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This is information that was supplied by Eva Lütkebohmert in registering through RePEc. If you are Eva Lütkebohmert , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Eva
Middle Name:
Last Name: Lütkebohmert
Suffix:

RePEc Short-ID: plt6

Email: [This author has chosen not to make the email address public]
Homepage: http://www.prim.uni-freiburg.de
Postal Address:
Phone:

Affiliation

Wirtschaftswissenschaftliche Fakultät
Albert-Ludwigs-Universität Freiburg
Location: Freiburg, Germany
Homepage: http://portal.uni-freiburg.de/vwl/
Email:
Phone: +49 +761 / 203 2301
Fax: +49 +761 / 203 2303
Postal: Kollegiengebäde II, Platz der Alten Synagoge, 79085 Freiburg
Handle: RePEc:edi:wffrede (more details at EDIRC)

Works

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Working papers

  1. Eva Lütkebohmert, 2009. "Failure Of Saddle-Point Method In The Presence Of Double Defaults," Bonn Econ Discussion Papers bgse19_2009, University of Bonn, Germany.
  2. Sebastian Ebert & Eva Lütkebohmert, 2009. "Treatment of Double Default Effects within the Granularity Adjustment for Basel II," Bonn Econ Discussion Papers bgse10_2009, University of Bonn, Germany.
  3. Sebastian Ebert & Eva Lütkebohmert, 2009. "Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation," Bonn Econ Discussion Papers bgse24_2009, University of Bonn, Germany.
  4. Lütkebohmert, Eva & Gordy, Michael B., 2007. "Granularity adjustment for Basel II," Discussion Paper Series 2: Banking and Financial Studies 2007,01, Deutsche Bundesbank, Research Centre.
  5. Barbara Forster & Eva Luetkebohmert & Josef Teichmann, 2005. "Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance," Papers math/0509016, arXiv.org, revised Oct 2008.

Articles

  1. Eva Lütkebohmert & Lydienne Matchie, 2014. "Value-At-Risk Computations In Stochastic Volatility Models Using Second-Order Weak Approximation Schemes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1450004-1-1.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2007-03-03 2009-08-16 2009-11-07. Author is listed
  2. NEP-BEC: Business Economics (1) 2009-08-16. Author is listed
  3. NEP-REG: Regulation (1) 2009-08-16. Author is listed
  4. NEP-RMG: Risk Management (4) 2007-03-03 2009-08-16 2009-08-16 2009-11-07. Author is listed

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