| Author |
Title |
Year |
Publication  |
Volume |
Pages |
| Villena, M.J.; Contreras, M. |
Global And Local Advertising Strategies: A Dynamic Multi-Market Optimal Control Model |
2019 |
Journal Of Industrial And Management Optimization |
15 |
1017-1048 |
| 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.; Hojman, S.A. |
Option pricing, stochastic volatility, singular dynamics and constrained path integrals |
2014 |
Physica A-Statistical Mechanics And Its Applications |
393 |
391-403 |
| Bustamante, M.; Contreras, M. |
Multi-asset Black-Scholes model as a variable second class constrained dynamical system |
2016 |
Physica A-Statistical Mechanics And Its Applications |
457 |
540-572 |
| Contreras, M.; Pellicer, R.; Villena, M. |
Dynamic optimization and its relation to classical and quantum constrained systems |
2017 |
Physica A-Statistical Mechanics And Its Applications |
479 |
12-25 |
| Contreras, M.; Pena, J.P. |
The quantum dark side of the optimal control theory |
2019 |
Physica A-Statistical Mechanics And Its Applications |
515 |
450-473 |
| 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 |
| Aros, R.; Contreras, M. |
Torsion induces gravity |
2006 |
Physical Review D |
73 |
4 pp |
