Higham, D. J. An introduction to financial option valuation : mathematics, stochastics and computation / Desmond J. Higham - Cambridge : Cambridge University, 2004 - xxi, 273 p. ; 25 cm. Includes bibliographical references and index ISBN: 0521838843 RM359.10 Subjects--Topical Terms: Options (Finance)--Valuation--Mathematical modelsOptions (Finance)--Prices--Mathematical modelsDerivative securities