AUTHOR: | Revuz, D. |
TITLE: | Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor. |
EDITION: | 3rd ed. |
PUBLISHER: | Berlin ; New York : Springer-Verlag, c1999. |
SERIES: | Grundlehren der mathematischen Wissenschaften ; 293 |
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AUTHOR: | Taleb, Nassim. |
TITLE: | Dynamic hedging : managing vanilla and exotic options / Nassim Taleb. |
PUBLISHER: | New York : John Wiley & Sons, 1997. |
SERIES: | Wiley series in financial engineering |
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AUTHOR: | Lewis, Alan L. |
TITLE: | Option valuation under stochastic volatility : with Mathematica code / Alan L. Lewis. |
PUBLISHER: | Newport Beach, Calif. : Finance Press, c2000. |
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AUTHOR: | Wilmott, Paul. |
TITLE: | Paul Wilmott on quantitative finance. |
PUBLISHER: | Chichester, West Sussex, England ; New York : John Wiley, c2000. |
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