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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)
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
Kürsten, Wolfgang, (2006)
Arbitrage theory : introductory lectures on arbitrage-based financial asset pricing
Wilhelm, Jochen, (1985)
Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen, (1999)