JournalsowrVol. 8 / No. 1DOI 10.4171/owr/2011/06

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
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 during talks and discussions many ideas and laid foundations for new collaborations and further developments in the field.