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Bruno Dupire
Bruno Dupire is a researcher and lecturer in quantitative finance. He is currently Head of Quantitative Research at Bloomberg LP. He is best known…
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Related topics
Related topics
3 relations
Monte Carlo methods for option pricing
Monte Carlo methods in finance
Quasi-Monte Carlo methods in finance
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2014
2014
Numerical Pricing of Equity Barrier Options with Local Volatility
Merel Isabel Stout
,
K. Oosterlee
,
Vincent Leijdekker
2014
Corpus ID: 55125859
This thesis is about the pricing of equity barrier options under local volatility. We study Dupire's nonparametric local…
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1996
1996
Variations on a Theme of Bruno Dupire
H. Bartels
1996
Corpus ID: 126394428
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