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Schoenmakers, John; Heemink, A. W. - In: The journal of computational finance 1 (1997) 1, pp. 47-62

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Moraux, Franck; Navatte, Patrick - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 339-352). 2002

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Augros, Jean-Claude; Djamen, Idriss Tchapda - In: Finance : revue de l'Association Française de Finance 23 (2002) 1, pp. 7-24

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Steiner, Manfred; Bruns, Christoph - 2002 - 8., überarb. und erw. Aufl.

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Chiarella, Carl; Hassan, Nadima el; Kuczera, Adam - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1387-1424

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Houweling, Patrick; Vorst, Ton - 2001

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