Bibliography for COMPG008: Stochastic Processes for Finance: Guido Germano BETA

@book{Gardiner_Gardiner_2009, address={Berlin}, edition={Fourth edition}, title={Stochastic methods: a handbook for the natural and social sciences}, volume={Springer series in synergetics}, publisher={Springer}, author={Gardiner, C. W. and Gardiner, C. W.}, year={2009} }

@book{Howard M. Taylor_1998, address={San Diego}, title={An introduction to stochastic modeling}, publisher={Academic Press}, author={Howard M. Taylor}, year={1998} }

@book{Kampen_2007, address={Amsterdam}, edition={3rd ed}, title={Stochastic processes in physics and chemistry}, volume={North-Holland personal library}, url={https://www-sciencedirect-com.libproxy.ucl.ac.uk/book/9780444529657/stochastic-processes-in-physics-and-chemistry}, publisher={Elsevier}, author={Kampen, N. G. van}, year={2007} }

@book{McCauley_2013, address={Cambridge}, title={Stochastic Calculus and Differential Equations for Physics and Finance}, url={http://dx.doi.org/10.1017/CBO9781139019460}, publisher={Cambridge University Press}, author={McCauley, Joseph L.}, year={2013} }

@book{Samuel Karlin_1975, address={New York}, title={A first course in stochastic processes}, publisher={Academic Press}, author={Samuel Karlin}, year={1975} }

@book{Samuel Karlin_1981, address={New York}, title={A second course in stochastic processes}, publisher={Academic Press}, author={Samuel Karlin}, year={1981} }

@book{Sheldon M. Ross_1996, address={New York}, title={Stochastic processes}, publisher={Wiley}, author={Sheldon M. Ross}, year={1996} }

@book{Wolfgang Paul_1999, address={Berlin}, title={Stochastic processes}, publisher={Springer}, author={Wolfgang Paul}, year={1999} }