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Arbitrage theory in continuous time
Björk, Tomas, (1998)
Issues in derivative instruments
Swan, Edward J., (1999)
Financial markets : stochastic analysis and the pricing of derivative securities
Mel¤nikov, Aleksandr V., (1999)
The relation between forward prices and futures prices
Cox, John C., (1981)
The valuation of options for alternative stochastic processes
Cox, John C., (1976)
Option pricing: A simplified approach
Cox, John C., (1979)