Marcelo J. Villena
Names
| first: |
Marcelo |
| middle: |
J. |
| last: |
Villena |
Identifer
Contact
Affiliations
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Departamento de Ingeniería Comercial, Universidad Técnico Federico Santa María
- www.usm.cl
- location: Santiago
Research profile
author of:
- Option Pricing of Twin Assets (RePEc:arx:papers:1401.6735)
by Marcelo J. Villena & Axel A. Araneda - On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry (RePEc:arx:papers:1510.02768)
by Mauricio Contreras & Alejandro Llanquihu'en & Marcelo Villena - On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects (RePEc:arx:papers:1510.03926)
by Roberto Ortiz & Mauricio Contreras & Marcelo Villena - Dynamics and Stability in Retail Competition (RePEc:arx:papers:1510.04550)
by Marcelo J. Villena & Axel A. Araneda - Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods (RePEc:arx:papers:1512.05377)
by Mauricio Contreras & Rely Pellicer & Daniel Santiagos & Marcelo Villena - Dynamic optimization and its relation to classical and quantum constrained systems (RePEc:arx:papers:1607.01317)
by Mauricio Contreras & Rely Pellicer & Marcelo Villena - Computing the CEV option pricing formula using the semiclassical approximation of path integral (RePEc:arx:papers:1803.10376)
by Axel A. Araneda & Marcelo J. Villena - On The Evolution of Altruistic, Spiteful and Reciprocal Preferences in Local Commons UTFSM (RePEc:cnc:wpaper:01-2001)
by Marcelo Villena & Mauricio Villena - IS RELATIVE RISK DUE TO AIR POLLUTION LINKED TO INCOME? Infant and Elderly Mortality in Santiago,Chile (RePEc:cnc:wpaper:06-2008)
by Marcelo Villena & Erick Monroy & Mauricio Villena - La teoría de juegos evolutivos y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? (RePEc:col:000093:003091)
by Mauricio G. Villena & Marcelo J. Villena - La teoría de juegos evolutivos (TJE) y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? (RePEc:col:000093:006239)
by Mauricio Villena & Marcelo J. Villena - ¿Innovar para exportar o exportar para innovar?: Un análisis a nivel de firma de la industria manufacturera chilena,1995-2010 (RePEc:cpt:journl:v::y:2014:i:134:p:109-130)
by Eduardo, Bitran & Cristián, González U. & Fernando, Greve & Marcelo, Villena - Impacto del Plan Garantizado de Salud con prima comunitaria única en la demanda del seguro privado de salud en Chile (RePEc:ecr:col070:42701)
by Bitrán, Eduardo & Duarte, Fabián & Fernandes, Dalila & Villena, Marcelo - Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile (RePEc:ecr:col070:43448)
by Bitrán, Eduardo & Duarte, Fabián & Fernandes, Dalila & Villena, Marcelo - Spatial Lanchester models (RePEc:eee:ejores:v:210:y:2011:i:3:p:706-715)
by González, Eduardo & Villena, Marcelo - On the strategic behavior of large investors: A mean-variance portfolio approach (RePEc:eee:ejores:v:254:y:2016:i:2:p:679-688)
by Villena, Marcelo J. & Reus, Lorenzo - Can auctions increase competition in the pension funds market? The Chilean experience (RePEc:eee:jpolmo:v:45:y:2023:i:5:p:975-993)
by Harrison, Rodrigo & Parada-Contzen, Marcela & Villena, Marcelo - On resource depletion and productivity: The case of the Chilean copper industry (RePEc:eee:jrpoli:v:59:y:2018:i:c:p:553-562)
by Villena, Marcelo & Greve, Fernando - Dynamics and stability in retail competition (RePEc:eee:matcom:v:134:y:2017:i:c:p:37-53)
by Villena, Marcelo J. & Araneda, Axel A. - Dynamic option pricing with endogenous stochastic arbitrage (RePEc:eee:phsmap:v:389:y:2010:i:17:p:3552-3564)
by Contreras, Mauricio & Montalva, Rodrigo & Pellicer, Rely & Villena, Marcelo - A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit (RePEc:eee:phsmap:v:389:y:2010:i:23:p:5447-5459)
by Contreras, Mauricio & Pellicer, Rely & Villena, Marcelo & Ruiz, Aaron - Dynamic optimization and its relation to classical and quantum constrained systems (RePEc:eee:phsmap:v:479:y:2017:i:c:p:12-25)
by Contreras, Mauricio & Pellicer, Rely & Villena, Marcelo - Resonance phenomena in option pricing with arbitrage (RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119318187)
by Contreras, M. & Echeverría, J. & Peña, J.P. & Villena, M. - Decentralized Valorization of Residual Flows as an Alternative to the Traditional Urban Waste Management System: The Case of Peñalolén in Santiago de Chile (RePEc:gam:jsusta:v:11:y:2019:i:22:p:6206-:d:284143)
by Jeltsje de Kraker & Katarzyna Kujawa-Roeleveld & Marcelo J. Villena & Claudia Pabón-Pereira - On the Dynamics and Stability of the Crime and Punishment Game (RePEc:hin:complx:2449031)
by MarÃa J. Quinteros & Marcelo J. Villena & Abdellatif Ben Makhlouf - Impacto económico de la política de acuerdos de cielos abiertos en Chile (RePEc:ila:anaeco:v:23:y:2008:i:1:p:107-149)
by Marcelo J. Villena & Rodrigo Harrison & Mauricio Villena - Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? (RePEc:mes:jeciss:v:38:y:2004:i:3:p:585-610)
by Mauricio G. Villena & Marcelo J. Villena - Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? (RePEc:pra:mprapa:28889)
by Villena, Mauricio G. & Villena, Marcelo J. - On the economics of whistle-blowing behavior: the role of incentives (RePEc:pra:mprapa:35917)
by Villena, Mauricio G. & Villena, Marcelo J. - Option Pricing in an Oligopolistic Setting (RePEc:pra:mprapa:57978)
by Villena, Marcelo & Villena, Mauricio - Whistleblowing Behavior in Organizations (RePEc:pra:mprapa:99215)
by Quinteros, María José & Villena, Marcelo J. & Villena, Mauricio G. - Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios (RePEc:spr:envpol:v:5:y:2002:i:2:d:10.1007_bf03354027)
by Terry Barker & Jonathan Köhler & Marcelo Villena - Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios (RePEc:spr:envpol:v:5:y:2002:i:2:p:135-166)
by Terry Barker & Jonathan Köhler & Marcelo Villena - On the social discount rate for South American Countries (RePEc:taf:apeclt:v:30:y:2023:i:4:p:429-434)
by Marcelo J. Villena & Hugo Osorio