Stochastic Analysis in Finance and Insurance
René Carmona
Princeton University, USAMartin Schweizer
ETH Zürich, SwitzerlandNizar Touzi
Ecole Polytechnique, Palaiseau, France
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 (2014), no. 2, pp. 1279–1312
DOI 10.4171/OWR/2014/23