| Author |
Title |
Year  |
Publication |
Volume |
Pages |
| Allende, H.; Elias, C.; Torres, S. |
Estimation of the option prime: Microsimulation of backward stochastic differential equations |
2004 |
International Statistical Review |
72 |
107-121 |
| 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 |
| 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 |
| 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 |
