Project Details
Person
Professor Dr. Ulrich Horst
Address
Humboldt-Universität zu Berlin
Institut für Mathematik
Rudower Chaussee 25
12489 Berlin
- As Participating Researcher
- Current projects
- GRK 2544: Stochastic Analysis in Interaction (International Research Training Groups)
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- Completed projects
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GRK 1845: Stochastic Analysis with Applications in Biology, Finance and Physics (Research Training Groups)
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- Current projects
- 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)
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- Completed projects
- Securitization and Equilibrium Risk Transfer (Collaborative Research Centres)
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- Current projects
- As Cooperation Partner
