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