Marcelo J. Villena : Citation Profile


Are you Marcelo J. Villena?

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

14

Articles

12

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 2
   Journals where Marcelo J. Villena has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvi237
   Updated: 2019-08-24    RAS profile: 2018-10-29    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo J. Villena.

Is cited by:

Guivarch, Céline (4)

Choumert-Nkolo, Johanna (3)

Motel Combes, Pascale (3)

Heinrich, Torsten (2)

Rozenberg, Julie (2)

Hallegatte, Stephane (2)

Gräbner, Claudius (2)

Ziebarth, Nicolas (2)

Schmitt, Maike (2)

Karlsson, Martin (2)

Mathy, Sandrine (2)

Cites to:

Scholes, Myron (7)

Ilinski, Kirill (5)

merton, robert (5)

Duguet, Emmanuel (4)

Bischi, Gian Italo (4)

Bollerslev, Tim (4)

Crépon, Bruno (4)

MAIRESSE, Jacques (4)

Brander, James (3)

French, Kenneth (3)

Fama, Eugene (3)

Main data


Where Marcelo J. Villena has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
Revista Cuadernos de Economa2
European Journal of Operational Research2
Revista CEPAL2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
MPRA Paper / University Library of Munich, Germany3
Working Papers / Departamento de Economa, Universidad de Concepcin2

Recent works citing Marcelo J. Villena (2018 and 2017)


YearTitle of citing document
2018Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning. (2018). Chowdhury, Reaz ; al Quaderi, Golam Dastegir ; Alam, Tanisha Nourin ; M. R. C. Mahdy, . In: Papers. RePEc:arx:papers:1812.10619.

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2017A Novel Method of Modeling Dynamic Evolutionary Game with Rational Agents for Market Forecasting. (2017). Talebimotlagh, Narges ; Ghaemi, Sehraneh ; Ghiasi, Amir Rikhtehgar ; Hashemzadeh, Farzad . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:1:p:281-302.

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2018Income-generating Effects of Biofuel Policies: A Meta-analysis of the CGE Literature. (2018). Motel Combes, Pascale ; Choumert Nkolo, Johanna ; Djimeli, Charlain Guegang. In: Ecological Economics. RePEc:eee:ecolec:v:147:y:2018:i:c:p:230-242.

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2018Non-zero-sum stochastic differential reinsurance and investment games with default risk. (2018). Zhu, Huiming ; Deng, Chao ; Zeng, Xudong. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1144-1158.

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2018Ultimate bound estimation set and chaos synchronization for a financial risk system. (2018). Gao, Wei ; Nik, Hassan Saberi ; Saeedi, Mohammadhossein ; Yan, LI. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:154:y:2018:i:c:p:19-33.

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2019The quantum dark side of the optimal control theory. (2019). Contreras, Mauricio ; Pea, Juan Pablo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:450-473.

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2017The Biofuel-Development Nexus: A Meta-Analysis. (2017). Motel Combes, Pascale ; Choumert Nkolo, Johanna ; Guegang, Charlain . In: Working Papers. RePEc:fae:wpaper:2017.04.

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2018Income-generating Effects of Biofuel Policies: A Meta-analysis of the CGE Literature. (2018). Motel Combes, Pascale ; Choumert Nkolo, Johanna ; Djimeli, Charlain Guegang. In: Post-Print. RePEc:hal:journl:hal-01700830.

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Works by Marcelo J. Villena:


YearTitleTypeCited
2014Option Pricing of Twin Assets In: Papers.
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2015On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry In: Papers.
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2015On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects In: Papers.
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2016Dynamics and Stability in Retail Competition In: Papers.
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paper1
2017Dynamics and stability in retail competition.(2017) In: Mathematics and Computers in Simulation (MATCOM).
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This paper has another version. Agregated cites: 1
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2015Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods In: Papers.
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paper0
2016Dynamic optimization and its relation to classical and quantum constrained systems In: Papers.
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paper1
2017Dynamic optimization and its relation to classical and quantum constrained systems.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 1
article
2018Computing the CEV option pricing formula using the semiclassical approximation of path integral In: Papers.
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2001On The Evolution of Altruistic, Spiteful and Reciprocal Preferences in Local Commons UTFSM In: Working Papers.
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2008IS RELATIVE RISK DUE TO AIR POLLUTION LINKED TO INCOME? Infant and Elderly Mortality in Santiago,Chile In: Working Papers.
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2005La teoría de juegos evolutivos y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? In: Revista Cuadernos de Economía.
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article1
2005La teoría de juegos evolutivos (TJE) y la economía evolutiva de Thorstein Veblen: ¿es vebleniana la TJE? In: Revista Cuadernos de Economía.
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article0
2014¿Innovar para exportar o exportar para innovar?: Un análisis a nivel de firma de la industria manufacturera chilena,1995-2010 In: Estudios Públicos.
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article0
2017Impacto del Plan Garantizado de Salud con prima comunitaria única en la demanda del seguro privado de salud en Chile In: Revista CEPAL.
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2017Impact of the Guaranteed Health Plan with a single community premium on the demand for private health insurance in Chile In: Revista CEPAL.
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2011Spatial Lanchester models In: European Journal of Operational Research.
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2016On the strategic behavior of large investors: A mean-variance portfolio approach In: European Journal of Operational Research.
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article1
2010Dynamic option pricing with endogenous stochastic arbitrage In: Physica A: Statistical Mechanics and its Applications.
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article1
2010A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit In: Physica A: Statistical Mechanics and its Applications.
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article6
2008Impacto económico de la política de acuerdos de cielos abiertos en Chile In: Revista de Analisis Economico – Economic Analysis Review.
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article0
2004Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian? In: Journal of Economic Issues.
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article7
2004Evolutionary Game Theory and Thorstein Veblen’s Evolutionary Economics: Is EGT Veblenian?.(2004) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2010On the economics of whistle-blowing behavior: the role of incentives In: MPRA Paper.
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2014Option Pricing in an Oligopolistic Setting In: MPRA Paper.
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2002Costs of greenhouse gas abatement: meta-analysis of post-SRES mitigation scenarios In: Environmental Economics and Policy Studies.
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article14

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