Bingham , N. H. and Kiesel, R. ,
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
,
second edition, Springer.,
2004
Björk, Tomas ,
Arbitrage Theory in Continuous Time
,
second edition, Oxford University Press. ,
2004
Hull, J. ,
Options, futures and other derivatives
,
7th ed., Prentice Hall.,
2008
Oksendal, B.,
Stochastic Differential Equations: An Introduction with Applications
,
6th edition, Springer,
2003
The Actuarial Profession
Institute and Faculty of Actuaries,
Core Reading for the 2014 examinations, Subject CT8
,
Institute and Faculty of Actuaries,
2013
T. Mikosch,
Elementary Stochastic Calculus with Finance in view,
World Scientific,
1998
