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2004
Björk, Tomas ,
Arbitrage Theory in Continuous Time
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Hull, J. ,
Options, futures and other derivatives
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7th ed., Prentice Hall.,
2008
Oksendal, B.,
Stochastic Differential Equations: An Introduction with Applications
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Guerra, J.,
Stochastic Calculus for Models in Finance - Lecture Notes.
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Institute and Faculty of Actuaries,
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2016
