Stochastic Analysis in Finance and Insurance
Dmitry KramkovCarnegie Mellon University, Pittsburgh, United States
Martin SchweizerETH Zürich, Switzerland
Nizar TouziEcole 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.
Cite this article
Dmitry Kramkov, Martin Schweizer, Nizar Touzi, Stochastic Analysis in Finance and Insurance. Oberwolfach Rep. 8 (2011), no. 1, pp. 241–292DOI 10.4171/OWR/2011/06