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Эффективные рынки и марковское свойство цен акций
Brealy R. A. An Introduction to Risk and Return from Common Stock, 2nd edn. – MIT Press, Cambridge, MA, 1983.
Cootner P. H. (ed.) The Random Character of Stock Market Prices. – MIT Press, Cambridge, MA, 1964.
Стохастические процессы
Cox D. R. and Miller H. D. The Theory of Stochastic Processes. – Chapman & Hall, London, 1965.
Feller W. Probability Theory and Its Applications. –Wiley, New York, vols. 1 and 2. – 1950.
Karlin S. and Taylor H. M. A First Course in Stochastic Processes, 2nd edn. – Academic Press, New York, 1975.
Neftci S. Introduction to Mathematics of Financial Derivatives. – Academic Press, New York, 1996.
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