@article{McCauley2007b, title = {Martingale option pricing}, author = {J. L. McCauley and G. H. Gunaratne and K. E. Bassler}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jul}, pages = {351--356}, url = {http://www.sciencedirect.com/science/article/B6TVG-4N56BS2-7/1/bffcc82d9e5c423f2605e8e8c3b9f8c9}, volume = {380}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/216980a3ce45a7caec3bc8d7726c63413/smicha}, description = {Physica A}, keywords = {Markov process } }