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Oberwolfach Reports
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Published online: 2015-02-27
Stochastic Analysis in Finance and Insurance
René Carmona[1], Martin Schweizer[2] and Nizar Touzi[3] (1) Princeton University, USA(2) ETH Zürich, Switzerland
(3) Ecole Polytechnique, Palaiseau, France
This workshop brought together leading experts and a large number of younger researchers in stochastic analysis and mathematical finance from all over the world. During a highly intense week, participants exchanged many ideas during talks and discussions, and laid foundations for new collaborations and further developments in the field.
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Carmona René, Schweizer Martin, Touzi Nizar: Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 11 (2014), 1279-1312. doi: 10.4171/OWR/2014/23