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I learned the material from a mathematics course about stochastic process taught by Professor Walsh of UBC Mathematics. The course textbook was by Baxter and Rennie (see section
). Actually, the two examples in sections
and
are due to them. I would also like to thank Joan Lee, a commerce graduate student at SFU, for straigten me my financial concepts. Lastly, I would like to thank Professor Bergersen of UBC Physics for providing me a chance to give this talk during his lectures.
Birger Bergersen
1998-12-22