Marcelo J. Villena

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 7

Top Topics

Evolutionary Game

Capital Budgeting

Black Scholes Model

Lagrange Interpolation

Top Venues

Math. Comput. Simul.

J. Comput. Appl. Math.

Comput. Math. Appl.

Publications

Rafael Torres, Marcelo J. Villena
On the empirical performance of different covariance-matrix forecasting methods. Neural Comput. Appl. 36 (16) (2024)
Mauricio Contreras González, Marcelo J. Villena, Roberto Ortiz Herrera
An Optimal Control Perspective on Classical and Quantum Physical Systems. Symmetry 15 (11) (2023)
María J. Quinteros, Marcelo J. Villena
On the Dynamics and Stability of the Crime and Punishment Game. Complex. 2022 (2022)
Axel A. Araneda, Marcelo J. Villena
Computing the CEV option pricing formula using the semiclassical approximation of path integral. J. Comput. Appl. Math. 388 (2021)
Eduardo González, Marcelo J. Villena
On the spatial dynamics of vaccination: A spatial SIRS-V model. Comput. Math. Appl. 80 (5) (2020)
Marcelo J. Villena, Axel A. Araneda
Dynamics and stability in retail competition. Math. Comput. Simul. 134 (2017)
Marcelo J. Villena, Lorenzo Reus
On the strategic behavior of large investors: A mean-variance portfolio approach. Eur. J. Oper. Res. 254 (2) (2016)
Eduardo González, Marcelo J. Villena
Spatial Lanchester models. Eur. J. Oper. Res. 210 (3) (2011)
Eduardo González, Marcelo J. Villena
Spatial attrition modeling: Stability conditions for a 2D+t FD formulation. Comput. Math. Appl. 61 (11) (2011)