I saw title on derivatives week:

"Vol Conundrum Solved?
An age-old problem that traders have encountered when trying to price options across different points in time using volatility estimates may have a solution from a team working for Paris-based financial markets software company Murex, which will publish rather than sell the formula."

but i do not have the article. Heard that they showed something at MathFinance conference in Frankfurt last month. On that website I see this abstract:

"Dr. Gerd Zeibig, Murex

Logical SpaceTM


Time interpolation in the varied forms of strike or moneyness space are not logical, interpolation in delta space raises questions and encounters computational problems. We aim to present a new “Logical SpaceTM” for volatility modelling, applicable to all asset classes and adding transparency to skewness and leptokurtosis.

This is a joint presentation with Sebastien Kayrouz. "

Anybody has a copy of the presentation? or any link to what it might be?

thanks