Concepedia

Rely Pellicer

RP

4

Publications

81

Citations

4

H-Index

2009

Active since

Affiliations

Adolfo Ibáñez University(Current)

Rely Pellicer is an author at Adolfo Ibáñez University specializing in business, quantum science, and engineering.

Top concepts

Publications per year

2009–2017

4

Publications

4

A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit

Mauricio Contreras, Rely Pellicer, Marcelo Villena et al. · Physica A Statistical Mechanics and its Applications · 2010 · 39 citations

, , +7

Dynamic option pricing with endogenous stochastic arbitrage

Mauricio Contreras, Rodrigo Montalva, Rely Pellicer et al. · Physica A Statistical Mechanics and its Applications · 2010 · 19 citations

, , +5

Irreducible and periodic positive maps

Franco Fagnola, Rely Pellicer · Communications on Stochastic Analysis · 2009 · 13 citations · Full text

Dynamic optimization and its relation to classical and quantum constrained systems

Mauricio Contreras, Rely Pellicer, Marcelo Villena · Physica A Statistical Mechanics and its Applications · 2017 · 10 citations · Full text

, , +7

Rows per page

1–4 of 4