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  Author Title Year Publication Volume Pages Links
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 details   pdf doi
Contreras, G.M. Stochastic volatility models at rho = +/- 1 as second class constrained Hamiltonian systems 2014 Physica A-Statistical Mechanics And Its Applications 405 289-302 details   pdf doi
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 details   pdf doi
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 details   pdf doi
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 details   pdf doi
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