Daniel Santiagos

Adolfo Ibáñez University — Chile

Physics and Astronomy · Physical Sciences

1h-index4citations2works0.02yr avg
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Research Topics

Advanced Thermodynamics and Statistical Mechanics(2), Stochastic processes and financial applications(1), Complex Systems and Time Series Analysis(1)

Publications2 total

Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
Journal of Mathematical Finance·2016· 4 citedOpen Access
Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods
arXiv (Cornell University)·2015Open Access

Frequent Co-authors

Mauricio Contreras(2), Rely Pellicer(2), Marcelo Villena(2)