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Allende, H.; Elias, C.; Torres, S. Estimation of the option prime: Microsimulation of backward stochastic differential equations 2004 International Statistical Review 72 107-121 details   pdf url
Contreras, M.; Echeverria, J.; Pena, J.P.; Villena, M. Resonance phenomena in option pricing with arbitrage 2020 Physica A-Statistical Mechanics And Its Applications 540 21 pp details   doi
Contreras, M.; Montalva, R.; Pellicer, R.; Villena, M. Dynamic option pricing with endogenous stochastic arbitrage 2010 Physica A-Statistical Mechanics And Its Applications 389 3552-3564 details   pdf doi
Contreras, M.; Pellicer, R.; Villena, M.; Ruiz, A. A quantum model of option pricing: When Black-Scholes meets Schrodinger and its semi-classical limit 2010 Physica A-Statistical Mechanics And Its Applications 389 5447-5459 details   pdf doi
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