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Robust deep hedging
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ECONIS (ZBW)
35
RePEc
9
Other ZBW resources
3
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1
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
2
Robust statistical arbitrage strategies
Lütkebohmert, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
3
Improved robust price bounds for multi-asset derivatives under market-implied dependence information
Ansari, Jonathan
;
Lütkebohmert, Eva
;
Neufeld, Ariel
; …
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 911-964
Persistent link: https://www.econbiz.de/10015130470
Saved in:
4
Tightening robust price bounds for exotic derivatives
Lütkebohmert, Eva
;
Sester, Julian
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1797-1815
Persistent link: https://www.econbiz.de/10015123055
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5
Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
Lütkebohmert, Eva
;
Oeltz, Daniel
;
Xiao, Yajun
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10011713417
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6
Collateralized borrowing and default risk
Lütkebohmert, Eva
;
Xiao, Yajun
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 167-187)
.
2016
Persistent link: https://www.econbiz.de/10011800358
Saved in:
7
Empirical analysis and forecasting of multiple yield curves
Gerhart, Christoph
;
Lütkebohmert, Eva
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012419243
Saved in:
8
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
;
Lütkebohmert, Eva
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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9
Exploiting the gap between implied and realized volatility
Umarov, Javdat
;
Lütkebohmert, Eva
;
Halbleib, Roxana
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 12-42
Persistent link: https://www.econbiz.de/10015199907
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10
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
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