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 (2003) A First Look at Rigorous Probability Theory World Scientific Publ. 2000
  • 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