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The RiO 2018 conference in mathematical finance was held in Buzios, Rio de Janeiro, Brazil, 2428 November 2018, to celebrate the 60th birthday of Bruno Dupire, one of the most influential figures in the history of financial derivatives.
This presentation, given by Antoine Savine, one of Bruno Dupire's original alumni and a lecturer in Volatility at Copenhagen University, celebrates Dupire's most influential contributions to mathematical finance and puts in perspective the history and main results of volatility modeling.
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