Higham, D. J. (2004). An introduction to financial option valuation: Mathematics, stochastics, and computation. Cambridge University Press. https://doi.org/10.1017/CBO9780511800948
Chicago Style (17th ed.) CitationHigham, Desmond J. An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation. Cambridge: Cambridge University Press, 2004. https://doi.org/10.1017/CBO9780511800948.
MLA (9th ed.) CitationHigham, Desmond J. An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation. Cambridge University Press, 2004. https://doi.org/10.1017/CBO9780511800948.
Warning: These citations may not always be 100% accurate.