Bibliografia

Principal

• Tavella, Domingo & Randall, Kurt (2000.) Pricing Financial Instruments: The Finite Difference Method Wiley
• Willmot, P., Dewynne, J. & Howison, S. (1993 (last reprint 1998).) Option Pricing - Mathematical models and computation Oxford Financial Press

Secundária

• Glasserman, Paul Monte Carlo (2003.) Methods in Financial Engineering- Stochastic Modelling and Applied Probability Springer