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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Stochastic Calculus for Finance II: Continuous-Time Models
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Methods of Mathematical Finance (1998)
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Stochastic Calculus for Finance II: Continuous-Time Models (Softcover Reprint of the Original 1st 2004)
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Brownian Motion and Stochastic Calculus (Corrected 1998. Corr. 6th Printing 2004)
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Steven Shreve
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (2004)
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