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~person:"Lütkebohmert-Holtz, Eva"
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Lütkebohmert-Holtz, Eva
Sauer, Stephan
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
Lütkebohmert-Holtz, 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
Saved in:
2
Collateralized borrowing and default risk
Lütkebohmert-Holtz, Eva
;
Xiao, Yajun
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 167-187)
.
2016
Persistent link: https://www.econbiz.de/10011800358
Saved in:
3
Value-at-risk computations in stochastic volatility models using second-order weak approximation schemes
Lütkebohmert-Holtz, Eva
;
Matchie, Lydienne
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010363958
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