------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------

Thu., 16.07.2026, 15:30-18:00 CEST, lecture hall 17, 2nd floor, Oskar-Morgenstern-Platz 1, 1090 Wien

Christian Bayer (WIAS Berlin, DE): "Global and local regression: a signature approach with applications“

Martin Redmann (University of Rostock, DE): "Model Order Reduction in Computational Finance“

Nimit Rana (University of York, UK): "Well-posedness of SDEs and SPDEs with constraints in the Marcus canonical form driven by a Lévy process“

For further details see: https://fam.tuwien.ac.at/events/vs-mfp/

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