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)