Oberwolfach Reports
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Volume 8, Issue 1, 2011, pp. 241–292
DOI: 10.4171/OWR/2011/06
Stochastic Analysis in Finance and Insurance
Organized by: Dmitry Kramkov (1), Martin Schweizer (2) and Nizar Touzi (3)
(1) Department of Mathematical Sciences, Carnegie Mellon University, Wean Hall 6130, PA 15213-3890, PITTSBURGH, UNITED STATES(2) Department of Mathematics, ETH Zürich, HG G 51.2, 8092, ZÜRICH, SWITZERLAND
(3) Centre de Mathématiques Appliquées, Ecole Polytechnique, Plateau de Palaiseau, F-91128, 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.
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