Introduction to stochastic calculus applied to finance /
Lamberton, Damien.
Lapeyre, Bernard.
Boca Raton ; London : Chapman & Hall/CRC,
c2008.
Translation of: Introduction au calcul stochastique appliqué à la finance.
Includes bibliographical references (p. 243-250) and index.
Investments
Stochastic analysis.
Options (Finance)