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A partial introduction to financial asset pricing theory. Stochastic Processes and their Applications, 91 (2): 169--203 (февраля 2001)Limit Theorems for Stochastic Processes (J. Jacod and A . N. Shiryaev).. SIAM Rev., 33 (2): 332-333 (1991)Stochastic Integration and Differential Equation. Springer-Verlag, Berlin, Heidelberg, Second издание, (1992)Large traders, hidden arbitrage, and complete markets, и . Journal of Banking & Finance, 29 (11): 2803--2820 (ноября 2005)Random Series and Stochastic Integrals: Single and Multiple (Stanislaw Kwapien and Wojbar A. Woyczynski).. SIAM Rev., 37 (1): 135-136 (1995)Stochastic integration and differential equations. Applications of mathematics Springer, Berlin u.a., (1990)Complete markets with discontinuous security price., и . Finance and Stochastics, 3 (2): 203-214 (1999)Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz).. SIAM Rev., 38 (1): 177-178 (1996)