The EMS Publishing House is now EMS Press and has its new home at ems.press.

Please find all EMS Press journals and articles on the new platform.

Oberwolfach Reports


Full-Text PDF (324 KB) | Introduction as PDF | Metadata | Table of Contents | OWR summary
Online access to the full text of Oberwolfach Reports is restricted to the subscribers of the journal, who are encouraged to communicate their IP-address(es) to their agent or directly to the publisher at
subscriptions@ems-ph.org
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.

No keywords available for this article.

Carmona René, Schweizer Martin, Touzi Nizar: Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 11 (2014), 1279-1312. doi: 10.4171/OWR/2014/23