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magazine "Lifetime
Achievement Award" for 2008, and has been voted in 2006 as the most important derivatives practitioner of the previous 5 years in the ICBI Global Derivatives industry survey. He has also been included in Dec' 02 in the Risk magazine "Hall of Fame" of the 50 most influential people
87:(PDE) that links the contemporaneous prices of European call options of all strikes and maturities to the instantaneous volatility of the price process, assumed to be a function of price and time only.
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Dupire, Bruno (January 1994). "Pricing with a Smile". Risk
Magazine, Incisive Media.
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since 2005, in the
Courant Master of Science Program in Mathematics in Finance.
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Monte Carlo: methodologies and applications for pricing and risk management
51:. He received a master's degree in artificial intelligence from the
341:. Mathematics of Derivative Securities. Cambridge University Press.
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Dupire, Bruno (1997). M.A.H. Dempster and S.R. Pliska (ed.).
259:"Faculty: Master of Science Program. Mathematics in Finance"
106:. In 2006 he was awarded the Cutting Edge research award by
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Dupire, B (2010). "Dupire equation". In Cont, R (ed.).
185:Dupire, B (April 2019). "Functional ItĂ´ Calculus".
23:. He is currently Head of Quantitative Research at
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71:Dupire is best known for showing how to derive a
61:Pontifical Catholic University of Rio de Janeiro
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27:. He is best known for his contributions to
19:(born 1958) is a researcher and lecturer in
172:Dupire, B (September 1993). "Model Art".
395:"Welcome wilmottwiki.com - BlueHost.com"
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83:. The Dupire equation is a
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33:Functional ItĂ´ Calculus
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154:"Pricing with a Smile"
126:Bruno Dupire (1998).
115:Selected publications
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187:Quantitative Finance
180:(9). Incisive Media.
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