| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Bottcher, L.; Montealegre, P.; Goles, E.; Gersbach, H. |
Competing activists-Political polarization |
2020 |
Physica A-Statistical Mechanics And Its Applications |
545 |
13 pp |
|
|
|
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, 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 |
|
|
|
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 |
|
|
|
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 |
|
|
|
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. |
Dynamic optimization and its relation to classical and quantum constrained systems |
2017 |
Physica A-Statistical Mechanics And Its Applications |
479 |
12-25 |
|
|
|
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.; Pena, J.P. |
The quantum dark side of the optimal control theory |
2019 |
Physica A-Statistical Mechanics And Its Applications |
515 |
450-473 |
|
|
|
Valle, M.A.; Ruz, G.A.; Rica, S. |
Market basket analysis by solving the inverse Ising problem: Discovering pairwise interaction strengths among products |
2019 |
Physica A-Statistical Mechanics And Its Applications |
524 |
36-44 |
|
