Wissel, Johannes Stefan - 2008
supervisor
Martin Schweizer
for his excellent
support during my
doctoral studies. I am
grateful
for the
proposal
of a
fascinating …-flat
implied volatility structures, commonly
referred to as the
implied
volatility smile, shortly
after this event. But if a model … conditions. Section 2.5 studies
a different variation of local
conditions,
and in Section 2.6 we show as a first
application
how …