Professor Dr. Ulrich Horst

Address Humboldt-Universität zu Berlin
Institut für Mathematik
Rudower Chaussee 25
12489 Berlin

Projects

As Participating Researcher
- Current projects
  - GRK 2544: Stochastic Analysis in Interaction (International Research Training Groups)
- Completed projects
  - GRK 1845: Stochastic Analysis with Applications in Biology, Finance and Physics (Research Training Groups)
As Project Head
- Current projects
  - Microstructural foundations of rough volatility models (CRC/Transregios)
  - Rough analysis and mean field games (CRC/Transregios)
  - Rough analysis in stochastic control (CRC/Transregios)
  - Optimal dynamic contracting, enforcement and ambiguity (CRC/Transregios)
- Completed projects
  - Securitization and Equilibrium Risk Transfer (Collaborative Research Centres)
As Cooperation Partner
- Completed projects
  - Application of conditional set theory to stochastic optimization (Research Grants)