Lamberton, D., & Lapeyre, B. (1996). Introduction to stochastic calculus applied to finance. Chapman & Hall.
Chicago Edition CitationLamberton, Damien, and Bernard Lapeyre. Introduction to Stochastic Calculus Applied to Finance. London: Chapman & Hall, 1996.
MLA Edition CitationLamberton, Damien, and Bernard Lapeyre. Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall, 1996.
Warning: These citations may not always be 100% accurate.