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Semimartingales and stochastic calculus
Methods of mathematical finance
Non-Gaussian Merton-Black-Scholes theory
Continuous exponential martingales and BMO
Corporate finance : a practical approach
Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Stochastic finance : an introduction in discrete time
Lectures on the mathematics of finance
Stochastic differential equations : an introduction with applications
Stochastic differential equations and diffusion processes
Stochastic integration with jumps
Stochastic integration and differential equations
Levy processes in finance : pricing financial derivatives
Ascent of money
Schweser study notes.
Continuous martingales and Brownian motion
Controlled Markov processes and viscosity solutions
Introduction to stochastic calculus with applications
Arbitrage theory in continuous time
Real options : managerial flexibility and strategy in resource allocation