3.8 Further reading and links

• Trees.
  Hull [11].
• Option pricing.
  Hull [11], Wilmott [24], Neftci [17], Björk [2], Duffie [7], Rebonato [19].
• Stochastic differential equations (SDEs).
  Kloeden [13], Van Kampen [22], Sczepessy [20].
• Partial differential equations (PDEs).
  Numerical methods for PDEs [12] and references therein.