TY - GEN A1 - Redeker, Imke A1 - Wunderlich, Ralf T1 - Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading T2 - Statistics & Risk Modeling Y1 - 2018 U6 - https://doi.org/10.1515/strm-2017-0001 SN - 2196-7040 SN - 2193-1402 VL - 35 IS - 1-2 SP - 1 EP - 21 ER - TY - GEN A1 - Redeker, Imke A1 - Wunderlich, Ralf T1 - Credit risk with asymmetric information and a switching default threshold T2 - arXiv Y1 - 2019 UR - https://arxiv.org/abs/1910.14413v2 ER - TY - THES A1 - Redeker, Imke T1 - Stochastic models in financial risk management Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:co1-opus4-48018 ER -