Bruno Dupire Pricing with a smile

sojohan · September 8th, 2004, 6:57 am

Hi I am looking for the original article "Pricing with a smile" by Bruno Dupire. I would be very happy if somebody could email it to me.......Regards,Sojohan

boncoup · September 8th, 2004, 8:23 am

Dupire, Bruno (1993): Pricing and hedging with smiles. Reech research paper. Paper 1

sojohan · September 8th, 2004, 8:27 am

Hi BoncoupIs this the same as "pricing with a smile"?Sojohan

fearless · October 15th, 2004, 1:07 pm

FYI, I have seen the official paper been quoted as:Bruno Dupire, Pricing with a smile, Risk, Jan. 1994, pp. 18-20. Does any one have a copy of that?

pekola · October 12th, 2005, 7:34 am

http://www.math.nyu.edu/phd_students/be ... icingw.pdf

kochi · May 29th, 2008, 10:39 pm

Dupire, Bruno (1993): Pricing and hedging with smiles. Reech research paper. :http://www.sungard.com/REECH/menus/docu ... /smile.pdf

ninjawarrier · December 8th, 2010, 2:42 am

does anybody have his 1993 "Model Art" and 1996 "A Unified Theory of Volatility"? Thanks,