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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 valuation of compound options
Geske, Robert Leonard, (1999)
A note of an analytical valuation formula for unprotected American call options on stocks with known dividends
Geske, Robert, (1979)