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MR1695318 91B28 (91-02)
Shiryaev, Albert N. Essentials of stochastic finance. Facts, models, theory. Translated from the Russian manuscript by N. Kruzhilin. Advanced Series on Statistical Science & Applied Probability, 3. World Scientific Publishing Co., Inc., River Edge, NJ, 1999. xvi+834 pp. ISBN: 981-02-3605-0
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