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Lifetime Achievement Award - Bruno Dupire

Author: Risk magazine staff

Source: Risk magazine | 01 Jan 2008

Categories: Awards

Topics: Black-Scholes, Bruno Dupire, Local volatility models, Awards and rankings, Stochastic volatility

Bruno Dupire was 15 years old when Fischer Black, Myron Scholes and Robert Merton published their keystone work on the calculation of option prices. He...

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Lifetime Achievement Award - Bruno Dupire

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