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Published online: 2011-09-04
Stochastic Analysis in Finance and InsuranceDmitry Kramkov, Martin Schweizer and Nizar Touzi (1) Carnegie Mellon University, Pittsburgh, United States
(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 during talks and discussions many ideas and laid foundations for new collaborations and further developments in the field.
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Kramkov Dmitry, Schweizer Martin, Touzi Nizar: Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 8 (2011), 241-292. doi: 10.4171/OWR/2011/06