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- A mean-field game of optimal portfolio liquidation (Guanxing Fu, Paulwin Graewe, Ulrich Horst and Alexandre Popier)
- Multidimensional optimal trade execution under stochastic resilience (Ulrich Horst & Xiaonyu Xia)
- A scaling limit for limit order books driven by Hawkes processes (Ulrich Horst & Wei Xu)
- A diffusion approximation for limit order book models (Ulrich Horst & Dörte Kreher)
- Trading under market impact - crossing networks interacting with dealer markets (Jana Bielagk, Ulrich Horst & Santiago Moreno-Bromberg)
- Order exposure and liquidity coordination. Does hidden liqudity harm price efficiency? (Gökhan Cebiroglu, Nikolaus Hautsch & Ulrich Horst)