참고문헌
- The Random Character of Stock Market Prices Theory of speculation L.Bachelier;P.H.Cootner(ed.)
- J. Polit. Econom. v.81 The pricing of options and corporate liabilities F.Black;M.Scholes
- CRM Monograph Series Lectures on the mathematics of finance I.Karatzas
- J. Control Optim v.27 Optimization problems in the theory of continuous trading I.Karatzas
- Statistics of random processes R.S.Liptser;A.N.Shiryaev
- Ind. Management Rev. v.6 Rational theory of warrant pricing P.A.Samuelson