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4.8 Further reading and links

  • Option pricing.
    General: Hull $ ^\diamondsuit$ [11], Cox and Rubenstein $ ^\diamondsuit$ [6].
    Stock: Wilmott $ ^\spadesuit$ [24].
    Bonds: Rebonato $ ^\spadesuit$ [19].
  • Numerial methods.
    Finite-differences, Monte-Carlo: Jaun [12] $ ^\spadesuit$ and references therein, Wilmott $ ^\spadesuit$ [24].



      
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