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Exercises in probability: a guided tour from measure theory to random processes, via conditioning - 35

Option prices as probabilities: a new look at generalized Black-Scholes formulae

Aspects of Brownian motion

Seminaire De Probabilites Xvi 1980/81: Supplement: Geometrie Differentielle Stochastique - 921

Penalising Brownian Paths - 1969

Exponential Functionals of Brownian Motion and Related Processes

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