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- Mean field portfolio games with Epstein-Zin preferences (Guanxing Fu and Ulrich Horst)
- Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control (Ulrich Horst and Huilin Zhang)
- Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures (U. Horst, W. Xu, and R. Zhang)
- Non-negative Martingale Solutions to the Stochastic Porous Medium Equation with Sticky Behavior (B. Hambly, D. Kreher, and K. Starovoitovs)
- A Mean Field Games of Market Entry: Portfolio Liquidation with Trading Constraints (G. Fu, P. Hager, and U. Horst)
- Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility (U. Horst, W. Xu and R. Zhang)
- Extended Mean-Field Control Problems with Multi-Dimensional Singular Controls (R. Denkert und U. Horst)
- Second-Order Approximation of Limit Order Books in a Single-Scale Regime (U. Horst, D. Kreher and K. Starovoitovs)
- A cross-border market model with limited transmission capacities (D. Kreher and C. Milbradt)
- Red noise in continuous-time stochastic modelling (A. Morr, D. Kreher and N. Boers)
- Optimal trade execution under endogenous order flow (Y. Chen, U. Horst & H.H. Tran)
- Portfolio liquidation under transient price impact - theoretical solution and implementation with 100 NASDAQ stocks (Y. Chen, U. Horst & H.H. Tran)