- A structural model for credit risk with a switching barrier.
Vienna Congress on Mathematical Finance, 12.09. – 14.09.2016
- Poster: Portfolio optimization under dynamic risk constraints.
12th German Probability and Statistics Days, Bochum, 29.02. – 04.03.2016
- Portfolio optimization under dynamic risk contraints.
11. Doktorandentreffen Stochastik, Berlin, 05.08. – 07.08.2015
- Portfolio optimiation under dynamic risk constraints.
Vienna University of Economics and Business, 22.06.2015
- Portfolio optimization under dynamic risk constraints.
6th Workshop on Nonlinear Partial Diferential Equations and Financial Mathematics, Zittau, 24.03. – 26.03.2015
- Portfolio optimization under dynamic risk constraints.
International Workshop – Stochastic Models and Control 2015, Kaiserslautern,17.03. – 20.03.2015
Fakultät 1
Fachgebiet
Wirtschaftsmathematik
Prof. Dr. rer. nat. habil. Ralf Wunderlich