An Introduction to the Numerical Simulation of Stochastic Differential Equations
Desmond J. Higham
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Robert R. Reitano
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Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Robert R. Reitano
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Robert R. Reitano
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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