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Author Title Year (up) Publication Volume Pages
Aros, R.; Contreras, M. Torsion induces gravity 2006 Physical Review D 73 4 pp
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
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.; 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