References

1.

Baxter, M and Rennie, A. Financial calculus, an introduction to derivative pricing. Cambridge University Press, 1996. The first three chapters deal with the things we have been discussing.

2.

Black, F and Scholes, M. The pricing of options and cooperate liabilities. Journal of Political Economy, 1973, B1, P. 637-659. The classic paper. The two Nobel prize winners actually started the whole thing.

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