Bibliography
- Bertrand, J. L. F. (1889). Calcul des probabilités. Paris: Gauthier-Villars et fils.
- Bibby, B. and M. Sørensen (1995). Martingale estimating functions for discretely observed diffusion processes. Bernoulli 1, 17–39.
- Billingsley, P. (1995). Probability and measure (3 ed.). Wiley.
- Black, F. and M. Scholes (1973). The valuation of options and corporate liability. Journal of Political Economy 81, 637–654.
- Blæsild, P. and J. Granfeldt (2002). Statistics with Applications in Biology and Geology. CRC Press.
- Borodin, A. and P. Salminen (2002). Handbook of Brownian Motion - Facts and Formulae (2nd ed.). Berlin: Springer.
- Boyce, W. E. and R. C. DiPrima (2004). Elementary Differential Equations and Boundary Value Problems (8 ed.). Wiley.
- Bucher, C. G. (1988). Adaptive Sampling—An iterative fast Monte Carlo procedure. Structural Safety 5, 119–128.
- Casella, G. and R. L. Berger (2001). Statistical Inference (second ed.). Duxbury Press.
- Cauchy, A. L. (1821). Analyse algébrique. Imprimerie Royale.
- Chesney, M. and L. Scott (1989). Pricing european currency options: a comparison of the modified black-scholes model and a random variance model. J. Finan. Quant. Anal. 24, 267–284.
- Chung, K. L. (2000). A Course in Probability Theory Revised (2nd ed.). Academic Press.
- Cox, J., J. Ingersoll, and S. Ross (1985). A theory of the term structure of interest rates. Econometrica 53, 385–407.
- Dembo, A. (2008). Lecture notes in probability. available on http://www-stat.stanford.edu/∼adembo/
Get Probability and Stochastic Processes now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.