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Allende, H., Elias, C., & Torres, S. (2004). Estimation of the option prime: Microsimulation of backward stochastic differential equations. Int. Stat. Rev., 72(1), 107–121.
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Contreras, M., Montalva, R., Pellicer, R., & Villena, M. (2010). Dynamic option pricing with endogenous stochastic arbitrage. Physica A, 389(17), 3552–3564.
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Contreras, M., Pellicer, R., Villena, M., & Ruiz, A. (2010). A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit. Physica A, 389(23), 5447–5459.
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