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

Thu., 30.04.2026, 16:00-18:00 CEST, University of Vienna, 1090 Wien, Kolingasse 14-16, ground floor, Seminarraum 6,

Thomas Wagenhofer (TU Berlin, DE): "Microstructural Foundation of Rough Log-Normal Volatility Models"

Luca Gonzato (University of Vienna): "From affine to polynomial stochastic volatility models: evidence from options and returns"

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

======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Time = UTC +2:00, https://time.is/en/CET ------------------------------------------------------------------------