4 books • 3 series
Optimal Investment (SpringerBriefs in Quantitative Finance)
Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, #1814)
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus (Cambridge Mathematical Library)
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)