Bibliografia

Principal

• Neuhaus, Walther (2011) Lecture notes .
• Kaufmann et al. (2001) Introduction to Dynamic Financial Analysis ASTIN Bulletin Vol. 31 No. 1, pp. 213-249.
• Neuhaus, Walther (2008) Lecture notes null

Secundária

• Hull, J. (2006) Options, Futures and Other Derivatives Prentice-Hall.