Stationary equilibria in discounted stochastic games with weakly interacting players. - Ulrich Horst (Games Econ. Behav., 2005)

Rational expectations equilibria of economies with local interactions. - Alberto Bisin; Ulrich Horst; Onur Özgür (J. Econ. Theory, 2006)

Equilibria in systems of social interactions. - Ulrich Horst; José A. Scheinkman (J. Econ. Theory, 2006)

A Limit Theorem for Financial Markets with Inert Investors. - Erhan Bayraktar; Ulrich Horst; Ronnie Sircar (Math. Oper. Res., 2006)

Risk Minimization and Optimal Derivative Design in a Principal Agent Game - Ulrich Horst; Santiago Moreno-Bromberg (CoRR, 2007)

On the Spanning Property of Risk Bonds Priced by Equilibrium. - Ulrich Horst; Matthias Müller (Math. Oper. Res., 2007)

When to Cross the Spread? Trading in Two-Sided Limit Order Books. - Ulrich Horst; Felix Naujokat (SIAM J. Financial Math., 2014)

A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. - Paulwin Graewe; Ulrich Horst; Jinniao Qiu (SIAM J. Control. Optim., 2015)

Feasibility and individual rationality in two-person Bayesian games. - Françoise Forges; Ulrich Horst; Antoine Salomon (Int. J. Game Theory, 2016)

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. - Patrick Cheridito; Ulrich Horst; Michael Kupper; Traian A. Pirvu (Math. Oper. Res., 2016)

A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition. - Ulrich Horst; Jinniao Qiu; Qi Zhang (SIAM J. Control. Optim., 2016)

Conditional Analysis and a Principal-Agent Problem. - Julio Backhoff; Ulrich Horst (SIAM J. Financial Math., 2016)

A Law of Large Numbers for Limit Order Books. - Ulrich Horst; Michael Paulsen (Math. Oper. Res., 2017)

Mean Field Games with Singular Controls. - Guanxing Fu; Ulrich Horst (SIAM J. Control. Optim., 2017)

Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience. - Paulwin Graewe; Ulrich Horst (SIAM J. Control. Optim., 2017)

A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics. - Ulrich Horst; Dörte Kreher (SIAM J. Financial Math., 2017)

Second order approximations for limit order books. - Ulrich Horst; Dörte Kreher (Finance Stochastics, 2018)

A Scaling Limit for Limit Order Books Driven by Hawkes Processes. - Ulrich Horst; Wei Xu (SIAM J. Financial Math., 2019)

Mean-Field Leader-Follower Games with Terminal State Constraint. - Guanxing Fu; Ulrich Horst (SIAM J. Control. Optim., 2020)

A Mean Field Game of Optimal Portfolio Liquidation. - Guanxing Fu; Paulwin Graewe; Ulrich Horst; Alexandre Popier (Math. Oper. Res., 2021)

A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption. - Paulwin Graewe; Ulrich Horst; Ronnie Sircar (SIAM J. Control. Optim., 2022)

A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies. - Guanxing Fu; Ulrich Horst; Xiaonyu Xia (Math. Oper. Res., 2024)

Extended Mean-Field Games with Multidimensional Singular Controls and Nonlinear Jump Impact. - Robert Denkert; Ulrich Horst (SIAM J. Control. Optim., 2025)