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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 19, 2021 15:00–15:50, online 		 

Dupire-Itô’s formula for C^{0,1} or concave path-dependent functionals and applications

Bruno Bouchard

CEREMADE, Université Paris Dauphine - PSL

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