JournalsowrVol. 11, No. 2pp. 1279–1312

Stochastic Analysis in Finance and Insurance

  • René Carmona

    Princeton University, USA
  • Martin Schweizer

    ETH Zürich, Switzerland
  • Nizar Touzi

    Ecole Polytechnique, Palaiseau, France
Stochastic Analysis in Finance and Insurance cover

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Abstract

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.

Cite this article

René Carmona, Martin Schweizer, Nizar Touzi, Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 11 (2015), no. 2, pp. 1279–1312

DOI 10.4171/OWR/2014/23