martingales ross - Rutgers Universityrci.rutgers.edu/~mnk/st/martingales_ross.pdf · Further...

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Doob Martingales

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Probability Essentials Jean Jacod , Philip Protter

Financial Markets and Martingales: Observations on Science and Speculationby Nicolas Bouleau and A. Thomas

http://www.amazon.com/Jean-Jacod/e/B001HPYFEY/ref=ntt_athr_dp_pel_1
http://www.amazon.com/Jean-Jacod/e/B001HPYFEY/ref=ntt_athr_dp_pel_1
http://www.amazon.com/s/ref=ntt_athr_dp_sr_2?_encoding=UTF8&sort=relevancerank&search-alias=books&ie=UTF8&field-author=Philip%20Protter
http://www.amazon.com/s/ref=ntt_athr_dp_sr_2?_encoding=UTF8&sort=relevancerank&search-alias=books&ie=UTF8&field-author=Philip%20Protter
http://www.amazon.com/Nicolas-Bouleau/e/B001HPVZ6U/ref=sr_ntt_srch_lnk_1?qid=1336261315&sr=1-1-fkmr0
http://www.amazon.com/Nicolas-Bouleau/e/B001HPVZ6U/ref=sr_ntt_srch_lnk_1?qid=1336261315&sr=1-1-fkmr0

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