Stochastic analysis in finance and insurance. Abstracts from the workshop held January 23rd-January 29th, 2011.

DOI10.4171/OWR/2011/06zbMATH Open1242.00051OpenAlexW4205592150MaRDI QIDQ433872FDOQ433872

Authors:

Publication date: 8 July 2012

Published in: Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/owr/2011/06

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Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) Collections of abstracts of lectures (00B05)

Cited In (8)

• Stochastic analysis and applications to finance. Essays in honour of Jia-an Yan on the occasion of his 70th years birthday.
• The mathematics and statistics of quantitative risk management. Abstracts from the workshop held January 29 -- February 4, 2012.
• Stochastic analysis in finance and insurance. Abstracts from the workshop held May 4--10, 2014.
• Recent developments in financial and insurance mathematics and the interplay with the industry. Abstracts from the workshop held February 18--24, 2007.
• Mini-workshop: Mathematics of solvency. Abstracts from the mini-workshop held February 10--16, 2008.
• Stochastic analysis in finance and insurance. Abstracts from the workshop held January 27 -- February 2, 2008.
• Mathematics of quantitative finance. Abstracts from the workshop held February 26 -- March 4, 2017
• Preface

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