Stochastic Analysis in Finance and Insurance

  • Dmitry Kramkov

    Carnegie Mellon University, Pittsburgh, United States
  • Martin Schweizer

    ETH Zürich, Switzerland
  • Nizar Touzi

    Ecole Polytechnique, Palaiseau, France
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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.

Cite this article

Dmitry Kramkov, Martin Schweizer, Nizar Touzi, Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 8 (2011), no. 1, pp. 241–292

DOI 10.4171/OWR/2011/06