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Oberwolfach Reports

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Volume 11, Issue 2, 2014, pp. 1279–1312
DOI: 10.4171/OWR/2014/23

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