Arbitrage theory in continuous time. 2nd ed. Björk, T. Oxford University Press, Oxford, 2004.
bibtex   
@book {1140.91038,
    AUTHOR = {Bj\"ork, Tomas},
     TITLE = {Arbitrage theory in continuous time. 2nd ed.},
 PUBLISHER = {Oxford University Press},
   ADDRESS = {Oxford},
      YEAR = {2004},
     PAGES = {xviii+466},
      ISBN = {0-19-927126-7},
  BOEKCODE = {91B28},
}

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