Brownian motion and stochastic calculus

by Karatzas, Ioannis, Karatzas, Ioannis
Published 1991

Methods of mathematical finance /

by Karatzas, Ioannis, Karatzas, Ioannis, Shreve, Steven E.
Published 1998

Applied stochastic analysis : proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29-May 2, 1991 /

by Ocone, Daniel
Published 1992