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- Mean-field leader-follower games with terminal state constraint (Guanxing Fu & Ulrich Horst)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Ulrich Horst & Xiaonyu Xia)
- A mean-field game of optimal portfolio liquidation (Guanxing Fu, Paulwin Graewe, Ulrich Horst & 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)
- Order exposure and liquidity coordination. Does hidden liqudity harm price efficiency? (Gökhan Cebiroglu, Nikolaus Hautsch & Ulrich Horst)