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Eva Lütkebohmert

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
RePEc Short-ID:plt6
[This author has chosen not to make the email address public]
Freiburg, Germany

: +49 +761 / 203 2301
+49 +761 / 203 2303
Kollegiengebäde II, Platz der Alten Synagoge, 79085 Freiburg
RePEc:edi:wffrede (more details at EDIRC)
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  1. 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.
  2. Eva Lütkebohmert, 2009. "Failure Of Saddle-Point Method In The Presence Of Double Defaults," Bonn Econ Discussion Papers bgse19_2009, University of Bonn, Germany.
  3. 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.
  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,, revised Oct 2008.
  1. Gechun Liang & Eva Lütkebohmert & Yajun Xiao, 2014. "A Multiperiod Bank Run Model for Liquidity Risk," Review of Finance, European Finance Association, vol. 18(2), pages 803-842.
  2. 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 1-26.
  3. Ernst August Von Hammerstein & Eva Lütkebohmert & Ludger Rüschendorf & Viktor Wolf, 2014. "Optimality Of Payoffs In Lévy Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(06), pages 1-46.
    RePEc:wsi:ijtafx:v:17:y:2014:i:06:p:1450041-1-1450041-46 is not listed on IDEAS
    RePEc:wsi:ijtafx:v:17:y:2014:i:01:p:1450004-1-1450004-26 is not listed on IDEAS
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2007-03-03 2009-08-16 2009-08-16 2009-11-07
  2. NEP-BAN: Banking (3) 2007-03-03 2009-08-16 2009-11-07
  3. NEP-BEC: Business Economics (1) 2009-08-16
  4. NEP-REG: Regulation (1) 2009-08-16

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