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M. Contreras

1 paper hereh-index 8148 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.MF1
same name
  • M. Contreras — 2 papers, h 15
  • M. Contreras — 2 papers, h 2
  • M. Contreras — 1 paper, h 1
  • M. Contreras — 1 paper, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.MF2020

An Application of Dirac's Interaction Picture to Option Pricing

Mauricio Contreras G

In this paper, the Dirac's quantum mechanical interaction picture is applied to option pricing to obtain a solution of the Black-Scholes equation in the presence of a time-dependen…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.