1. W.B. Arthur, J.H. Holland, B. LeBaron, R.G. Palmer and P. Tayler, Asset pricing under endogenous expectations in an artificial stock market, in: The Economy as an Evolving Complex System II, eds. W.B. Arthur, D. Lane and S.N. Durlauf (Adisson-Wesley,Menlo Park, CA, 1997).
2. F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81 (1973) 637–654.
3. J.M. Harrison and S.R. Pliska, Martingales and stochastic integrals in the theory of continuous time trading, Stochastic Processes and their Applications 11 (1981) 215–260.
4. IBM Optimitation Solutions and Library, http://www-3.ibm.com/software/data/bi/osl/index.html.
5. R.A. Jarrow and S.M. Turnbull, Derivative Securities (International Thomson Publishing, Cincinnati, OH, 1996).