@misc{RedekerWunderlich, author = {Redeker, Imke and Wunderlich, Ralf}, title = {Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading}, series = {Statistics \& Risk Modeling}, volume = {35}, journal = {Statistics \& Risk Modeling}, number = {1-2}, issn = {2196-7040}, doi = {10.1515/strm-2017-0001}, pages = {1 -- 21}, language = {en} } @misc{RedekerWunderlich, author = {Redeker, Imke and Wunderlich, Ralf}, title = {Credit risk with asymmetric information and a switching default threshold}, series = {arXiv}, journal = {arXiv}, pages = {20}, language = {en} } @phdthesis{Redeker, author = {Redeker, Imke}, title = {Stochastic models in financial risk management}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-48018}, pages = {117}, language = {en} }