Bibliografia

- Several published articles. - Dias, J.C. (2022). Continuous Time Finance, Lecture Notes, Iscte Business School.:

- Shreve, S.E. (2004). Stochastic Calculus for Finance II: Continuous-Time Models, Springer. - Shreve, S.E. (2003). Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer. - Rouah, F.D. (2013). The Heston Model and Its Extensions in Matlab and C\#, Wiley. - Kienitz, J. and Wetterau, D. (2012). Financial Modelling: Theory, Implementation and Practice (with Matlab Source), Wiley - Jeanblanc, M., Yor, M. and Chesney, M. (2009). Mathematical Methods for Financial Markets, Wiley. - Hilpisch, Y. (2015). Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging, Wiley - Gatheral, J. (2006). The Volatility Surface: A Practitioner`s Guide, Wiley. - Cont, R. and Tankov, P. (2004). Financial Modelling with Jump Processes, Chapman \& Hall. - Brandimarte, P. (2006). Numerical Methods in Finance and Economics: A Matlab-Based Introduction, 2nd edition, Wiley.: