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- Mean-field liquidation games with market drop-out (G. Fu, P. Hager and U. Horst)
- A cross-border market model with limited transmission capacities (D. Kreher and C. Milbradt)
- Red noise in continuous-time stochastic modelling (A. Morr, D. Kreher and N. Boers)
- A mean-field control problem of optimal portfolio liquidation with semi-martingale strategies (G. Fu, U. Horst & X. Xia)
- Optimal trade execution under endogenous order flow (Y. Chen, U. Horst & H.H. Tran)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (U. Horst, E. Kivman)
- Portfolio liquidation under transient price impact - theoretical solution and implementation with 100 NASDAQ stocks (Y. Chen, U. Horst & H.H. Tran)