| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
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.; 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.; Montalva, R.; Pellicer, R.; Villena, M. |
Dynamic option pricing with endogenous stochastic arbitrage |
2010 |
Physica A-Statistical Mechanics And Its Applications |
389 |
3552-3564 |
|
