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MR2568861 (2011h:60137) 60H30 (60G17 60G51 91-01 91B24 91Gxx)
Jeanblanc, Monique; Yor, Marc; Chesney, Marc Mathematical methods for financial markets. Springer Finance. Springer-Verlag London, Ltd., London, 2009. xxvi+732 pp. ISBN: 978-1-85233-376-8
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