EconPapers    
Economics at your fingertips  
 

Details about Marcelo J. Villena

Homepage:http://www.uai.cl/profesores/marcelo-villena-chamorro
Workplace:Universidad Adolfo Ibáñez / Facultad de Ingeniería y Ciencias

Access statistics for papers by Marcelo J. Villena.

Last updated 2018-10-29. Update your information in the RePEc Author Service.

Short-id: pvi237


Jump to Journal Articles

Working Papers

2018

  1. Computing the CEV option pricing formula using the semiclassical approximation of path integral
    Papers, arXiv.org Downloads

2016

  1. Dynamic optimization and its relation to classical and quantum constrained systems
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
  2. Dynamics and Stability in Retail Competition
    Papers, arXiv.org Downloads
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2017)

2015

  1. Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods
    Papers, arXiv.org Downloads
  2. On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects
    Papers, arXiv.org Downloads
  3. On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry
    Papers, arXiv.org Downloads

2014

  1. Option Pricing in an Oligopolistic Setting
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Option Pricing of Twin Assets
    Papers, arXiv.org Downloads

2010

  1. On the economics of whistle-blowing behavior: the role of incentives
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. IS RELATIVE RISK DUE TO AIR POLLUTION LINKED TO INCOME? Infant and Elderly Mortality in Santiago,Chile
    Working Papers, Departamento de Economía, Universidad de Concepción Downloads View citations (2)

2004

  1. Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)

2001

  1. On The Evolution of Altruistic, Spiteful and Reciprocal Preferences in Local Commons UTFSM
    Working Papers, Departamento de Economía, Universidad de Concepción Downloads

Journal Articles

2017

  1. Dynamic optimization and its relation to classical and quantum constrained systems
    Physica A: Statistical Mechanics and its Applications, 2017, 479, (C), 12-25 Downloads View citations (1)
    See also Working Paper (2016)
  2. Dynamics and stability in retail competition
    Mathematics and Computers in Simulation (MATCOM), 2017, 134, (C), 37-53 Downloads View citations (1)
    See also Working Paper (2016)
  3. Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile
    Revista CEPAL, 2017 Downloads
  4. Impacto del Plan Garantizado de Salud con prima comunitaria única en la demanda del seguro privado de salud en Chile
    Revista CEPAL, 2017 Downloads

2016

  1. On the strategic behavior of large investors: A mean-variance portfolio approach
    European Journal of Operational Research, 2016, 254, (2), 679-688 Downloads View citations (1)

2014

  1. ¿Innovar para exportar o exportar para innovar?: Un análisis a nivel de firma de la industria manufacturera chilena,1995-2010
    Estudios Públicos, 2014, (134), 109-130 Downloads

2011

  1. Spatial Lanchester models
    European Journal of Operational Research, 2011, 210, (3), 706-715 Downloads

2010

  1. A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (23), 5447-5459 Downloads View citations (7)
  2. Dynamic option pricing with endogenous stochastic arbitrage
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (17), 3552-3564 Downloads View citations (3)

2008

  1. Impacto económico de la política de acuerdos de cielos abiertos en Chile
    Revista de Analisis Economico – Economic Analysis Review, 2008, 23, (1), 107-149 Downloads

2005

  1. La teoría de juegos evolutivos (TJE) y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE?
    Revista Cuadernos de Economía, 2005 Downloads
  2. La teoría de juegos evolutivos y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE?
    Revista Cuadernos de Economía, 2005 Downloads View citations (1)

2004

  1. Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?
    Journal of Economic Issues, 2004, 38, (3), 585-610 Downloads View citations (2)

2002

  1. Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios
    Environmental Economics and Policy Studies, 2002, 5, (2), 135-166 Downloads View citations (14)
 
Page updated 2020-03-27