@MISC{FINANCE1.MIZ,
  AUTHOR = {Jaeger, Peter},
  TITLE = {Elementary Introduction to Stochastic Finance in Discrete Time},
  DAY = {22},
  MONTH = {March},
  YEAR = {2011},
  ADDRESS1 = {Ludwig Maximilians University of Munich \\ Germany},
  SUMMARY = {This article gives an elementary introduction
  to stochastic finance (in discrete time).
  A formalization of random variables is given
  and some elements of Borel sets
  are considered. Furthermore, special functions
  (for buying a present portfolio and the
  value of a portfolio in the future)
  and some statements about the relation between
  these functions are introduced (\cite{klenke:2006}
  (p. 185), \cite{georgii:2004}
  (p. 12, 20), \cite{follmerschied:2004} (p. 3--6)}).}

@book{georgii:2004,
author={Georgii, Hans-Otto},
title={Stochastik Einf\"uhrung in die
  Wahrscheinlichkeitstheorie und Statistik},
edition={2},
publisher={de Gruyter},
year={2004},
ADDRESS={Berlin}}

@book{klenke:2006,
author={Klenke, Achim},
title={Wahrscheinlichkeitstheorie},
publisher={Springer-Verlag},
year={2006},
ADDRESS={Berlin, Heidelberg}}

@book{follmerschied:2004,
author={F\"ollmer, Hans and Schied, Alexander},
title={Stochastic Finance: An Introduction in Discrete Time},
edition={2nd},
volume={27},
series={Studies in Mathematics},
publisher={de Gruyter},
year={2004},
ADDRESS={Berlin}}
