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Oberwolfach Reports

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Volume 8, Issue 1, 2011, pp. 241–292
DOI: 10.4171/OWR/2011/06

Published online: 2011-09-04

Stochastic Analysis in Finance and Insurance

Dmitry Kramkov[1], Martin Schweizer[2] and Nizar Touzi[3]

(1) Carnegie Mellon University, Pittsburgh, United States
(2) ETH Z├╝rich, 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