Horst, Ulrich
VIAF ID: 67620785 (Personal)
Permalink: http://viaf.org/viaf/67620785
Preferred Forms
- 100 1 _ ‡a Horst, Ulrich
4xx's: Alternate Name Forms (1)
5xx's: Related Names (5)
- 510 2 _ ‡a Humboldt-Universität zu Berlin - Department of Mathematics - Applied Financial Mathematics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Technische Universität Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of British Columbia ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Vancouver, Canada ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
Works
Title | Sources |
---|---|
Continuous Equilibrium under Base Preferences and Attainable Initial Endowments | |
Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences | |
Ergodic Fluctuations in a Stock Market Model with Interacting Agents | |
Forward backward systems for expected utility maximization | |
Hidden Liquidity | |
Optimal Display of Iceberg Orders | |
Optimal liquidation problems and HJB equations with singular terminal condition | |
Portfolio liquidation games with self-exciting order flow |