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Published online: 2018-01-02
Mathematics of Quantitative FinancePeter K. Friz, Antoine Jacquier and Josef Teichmann (1) Imperial College London, UK
(2) ETH Zürich, Switzerland
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
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Friz Peter, Jacquier Antoine, Teichmann Josef: Mathematics of Quantitative Finance. Oberwolfach Rep. 14 (2017), 683-769. doi: 10.4171/OWR/2017/13