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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)
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note.
Geske, Robert, (1983)
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
Geske, Robert, (1985)
The early exercise of American puts