Bibliografia
Principal
- Oksendal, B. (2003) Stochastic Differential Equations: An Introduction with Applications 6th edition, Springer
- Hull, J. (2008) Options, futures and other derivatives 7th ed., Prentice Hall.
- Björk, Tomas (2004) Arbitrage Theory in Continuous Time second edition, Oxford University Press.
- Bingham , N. H. and Kiesel, R. (2004) Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives second edition, Springer.