Functional Itô Calculus and Volatility Risk Management Bruno Dupire Bloomberg L.P/NYU AIMS Day 1 Cape Town, February 17, 2011.
Functional Itô Calculus and PDEs for Path-Dependent Options Bruno Dupire Bloomberg L.P. Rutgers University Conference New Brunswick, December 4, 2009.
Functional Ito Calculus and PDE for Path-Dependent Options
