Session: WED-P-UI
Approximating the Volatility Smile

Kathrin Glau (Queen Mary University of London), Mirco Mahlstedt (Technical University of Munich), Maximilian Gaß (Technical University of Munich), Maximilian Mair (Technical University of Munich), Francesco Statti (EPFL), Daniel Kressner (EPFL)

Jacques van Appel (University of Johannesburg), Thomas McWalter (University of Cape Town)

Roger Lord (Cardano), Christian Kahl (FINCAD)

Christian Poetz (Queen Mary University of London), Kathrin Glau (Queen Mary University of London), Paul Herold (Technical University of Munich), Dilip Madan (Robert H. Smith School of Business)