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Contreras, M., & Pena, J. P. (2019). The quantum dark side of the optimal control theory. Physica A, 515, 450–473.
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Contreras, M., Pellicer, R., & Villena, M. (2017). Dynamic optimization and its relation to classical and quantum constrained systems. Physica A, 479, 12–25.
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Bustamante, M., & Contreras, M. (2016). Multi-asset Black-Scholes model as a variable second class constrained dynamical system. Physica A, 457, 540–572.
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Contreras, G. M. (2014). Stochastic volatility models at rho = +/- 1 as second class constrained Hamiltonian systems. Physica A, 405, 289–302.
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Contreras, M., & Hojman, S. A. (2014). Option pricing, stochastic volatility, singular dynamics and constrained path integrals. Physica A, 393, 391–403.
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