Bibliografia

Principal

• Williams, D. (1991.) Probability with Martingales CUP
• Mikosch, T. (1998.) Elementary Stochastic Calculus with Finance in View World Scientific

Secundária

• Rosenthal, Jeffrey S. l. (2000.) A First Look at Rigorous Probability Theory World Scientific Publ.
• Murteira, B. (1999.) Probabilidades e Estatística, volume I 2ª ed. revista, McGraw-Hill, Lisboa
• Grimmett, G.R. & Stirzaker, D.R. (2001.) Probability and Random Processes Oxford University Press
• Gonçalves, E. & N. Lopes (2000.) Probabilidades – Princípios Teóricos Escolar Editora, Lisboa
• Dineen, S. (2005.) Probability Theory in Finance-A Mathematical Guide to the Black-Scholes Formula American Mathematical Society