I have compiled this using Visual Studio 2010 compiler and it has compiler error issues on nested lambda capturing the variables captured already by the first lambda:
This is a known limitation of the Visual Studio 2010 C++ compiler. Here is the connect issue tracking it
It's currently marked as fixed in the next version
It's not conformant to the final draft, but it is conformant to the wording at the time at which they were implemented- i.e., it's not really a VS defect but neither is it exactly Standard. The next version, colloquially known as vNext, will have an implementation updated to use the latest wording.