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??????????????????????? 2010-04-25 17:36 | (??:????) ??????Google????????????????????? ??????? ?? ?? ?? ??? ?? ????? 1?I.Karatzas and S.E.Shreve?Brownian Motion and Stochastic compression? springing cow?(1988,1991)?5135? 2?D.Revuz and M.Yor?Continuous Martingales and Brownian Motion?Springer??1991?1994?1999??3360? 3?N.Ikeda and S.Watanabe? Stochastic Differential Equations and Diffusion Processes?North Holland?1989??3184? 4?PE Kloeden and E Platen?Numerical solution of stochastic differential equations Springer??1992?1999??2900? 5?Ph.Protter?Stochastic Integration and Differential Equations?Springer?(1990?2005) ?2599? 6?J Jacod?AN Sirjaev?Limit theorems for stochastic processes?Springer??1987?2003??2460? 7?L.C.G.Rogers and D.Williams?Diffusions, Markov processes and Martingales?Vol.1?2??Cambridge??1987?2000??1431? 8?K.L.Chung and R.J.

Williams?Introduction to Stochastic Integration?Birkhauser?(1983,1990)?407?    ?????????????????????????????????????????????3?????????????????????????? ???????????????????????????????????????????????????????????????????????? ??GTM113???????????????2???????????????????????????????????????????????? ??? ??????? 1?Darrell Duffie, Dynamic Asset Pricing Theory, Princeton University Press, (1996?2002)?2558? 2?RC Merton? straight- measure pay??1990?1992??1804? 3?I.Karatzas and S.E.Shreve?Methods of Mathematical Finance?Springer?1998??1317? 4?P Glasserman?four-card monte Carlo methods in financial engineering?Springer?2004??1217 5?M Musiela, M Rutkowski?Martingale methods in financial mannikin?Springer?(1998,2005,2009)?1127? 6?Tomas Bjork?Arbitrage theory in continuous time?Oxford?1034? 7?Pa! ul Wilmott,Sam Howison,Jeff Dewynne?The mathematics of financial derivatives: a bookman introduction?1995??771? 8? Damiano Brigo,Fabio Mercurio?Interest Rate Models: Theory and spend a penny With Smile, Inflation and Credit?Springer?(2001,2006)?675? 9?S.E Shreve?Stochastic coalescency for Fiance?Springer?2004??579? charge Process??? 1?K. Sato?levy Processes and...If you want to get a full essay, order it on our website: OrderCustomPaper.com

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