Details about Marcelo J. Villena

Access statistics for papers by Marcelo J. Villena.

Last updated 2024-09-14. Update your information in the RePEc Author Service.

Short-id: pvi237

Working Papers

2019

1. Whistleblowing Behavior in Organizations
   MPRA Paper, University Library of Munich, Germany

2018

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

2016

3. Dynamic optimization and its relation to classical and quantum constrained systems
   Papers, arXiv.org
   See also Journal Article Dynamic optimization and its relation to classical and quantum constrained systems, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (4) (2017)
4. Dynamics and Stability in Retail Competition
   Papers, arXiv.org
   See also Journal Article Dynamics and stability in retail competition, Mathematics and Computers in Simulation (MATCOM), Elsevier (2017) View citations (2) (2017)

2015

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

2014

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

2010

10. On the economics of whistle-blowing behavior: the role of incentives
    MPRA Paper, University Library of Munich, Germany View citations (2)

2008

11. 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 View citations (2)

2004

12. Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?, Journal of Economic Issues, Taylor & Francis Journals (2004) View citations (3) (2004)

2001

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

Journal Articles

2023

1. Can auctions increase competition in the pension funds market? The Chilean experience
   Journal of Policy Modeling, 2023, 45, (5), 975-993 View citations (1)
2. On the social discount rate for South American Countries
   Applied Economics Letters, 2023, 30, (4), 429-434 View citations (1)

2022

3. On the Dynamics and Stability of the Crime and Punishment Game
   Complexity, 2022, 2022, 1-14 View citations (1)

2020

4. Resonance phenomena in option pricing with arbitrage
   Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (4)

2019

5. Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile
   Sustainability, 2019, 11, (22), 1-26 View citations (7)

2018

6. On resource depletion and productivity: The case of the Chilean copper industry
   Resources Policy, 2018, 59, (C), 553-562 View citations (4)

2017

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

2016

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

2014

12. ¿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

2011

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

2010

14. 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 View citations (20)
15. Dynamic option pricing with endogenous stochastic arbitrage
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (17), 3552-3564 View citations (9)

2008

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

2005

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

2004

19. Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?
    Journal of Economic Issues, 2004, 38, (3), 585-610 View citations (3)
    See also Working Paper Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?, MPRA Paper (2004) View citations (8) (2004)

2002

20. Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios
    Environmental Economics and Policy Studies, 2002, 5, (2), 135-166 View citations (20)
    Also in Environmental Economics and Policy Studies, 2002, 5, (2), 135-166 (2002)