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 would be almost 30 by the time he first entered the finance industry, after an early life as an academic mathematician - but the foundation of his career since, as for so many other quants, has been his efforts to expand and refine the Black-Scholes model.
After short periods at several smaller French banks, he came to Societe Generale (SG) in
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