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  1. 1
    Introduction to stochastic integration

    Introduction to stochastic integration by Kai, Lai Chung

    Published 1990
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  2. 2
    Stochastic integration and differential equations

    Stochastic integration and differential equations by Protter, Philip E.

    Published 2005
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    Book

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  3. 3
    PDE and martingale methods in option pricing

    PDE and martingale methods in option pricing by Pascucci, Andrea

    Published 2011
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