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An Introduction to Options Trading by Frans de Weert

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BIBLIOGRAPHY
Aarts, P. (1999). Pricing the basket option and exploring its volatility structure. Mathematics thesis, Utrecht University, Utrecht, The Netherlands.
Durrett, R. (1996). Probability: Theory and Examples, 2nd edn. Duxbury Press, Belmont, California.
Grimmett, G.R. and D.R. Stirzaker (1992). Probability and Random Processes, 2nd edn. Clarendon Press, Oxford, UK.
Hull, J.C. (1993). Options, Futures, and Other Derivative Securities, 2nd edn. Prentice Hall, Englewood Cliffs, New Jersey.
Hull, J.C. (1997). Options, Futures and Other Derivatives, Prentice Hall, Englewood Cliffs, New Jersey.
Lamberton, D. and B. Lapeyre (1996). Introduction to Stochastic Calculus Applied to Finance, Chapman & Hall, London.
Roelfsema, M.R. (2000). Exploiting the Dependencies between Index and Stock Options. Delft University Press, Delft, The Netherlands.
Weert, F.J. (2002). Basket en skew arbitrage. Mathematics thesis, Utrecht University, Utrecht, The Netherlands.
Wilmott, P. (1998). Derivatives: The Theory and Practice of Financial Engineering, university edn. John Wiley & Sons, Chichester, UK.

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