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CV

Name
  • Axel A. Araneda, PhD
Affiliation
  • Department of Finance
    Faculty of Economics and Administration
    Masaryk University
Position
  • Assistant Professor
Education
  • 2017: Ph.D. in Complex Systems Engineering, Adolfo Ibañez University, Chile.
  • 2015: B.Eng. Engineering Physics, University of Concepción, Chile.
  • 2011: B.Sc. Physics, University of Concepción, Chile.
Former academic appointments
  • 2020-2022: Postdoctoral Researcher, Institute of Financial Complex Systems, Masaryk University, Czechia.
  • 2018-2020: Postdoctoral Researcher, Frankfurt Institute for Advanced Studies, Germany.
  • 2012-2017: PhD. Candidate, Adolfo Ibañez University, Chile.
Teaching Activities
  • 2022-: Masaryk University, Czechia.
  • 2019-2022: Universidad de la Frontera, Chile.
  • 2019: International School of Management (ISM), Germany.
  • 2013-2018: Adolfo Ibañez University, Chile
Major Publications
  • ARANEDA, Axel Alejandro. Price Modelling under Generalized Fractional Brownian Motion. Online. In Sinha, Amith. Select Topics of Econophysics. Germany: De Gruyter, 2024, p. 197--214. Available from: https://dx.doi.org/10.1515/9783110987584-013. URL info
  • VILLENA, Marcelo J. and Axel A. ARANEDA. On sectoral market efficiency. Finance Research Letters. SAN DIEGO: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2024, vol. 61, March, p. 1-9. ISSN 1544-6123. Available from: https://dx.doi.org/10.1016/j.frl.2023.104949. URL info
  • ARANEDA, Axel A. A multifractional option pricing formula. FLUCTUATION AND NOISE LETTERS. SINGAPORE: WORLD SCIENTIFIC PUBL CO PTE LTD, 2024, 11 pp. ISSN 0219-4775. Available from: https://dx.doi.org/10.1142/S0219477524500603. URL info
  • ARANEDA, Axel A. and Marcelo J. VILLENA. Semiclassical Pricing of Variance Swaps in the CEV Model. Online. In Corazza, M., Perna, C., Pizzi, C., Sibillo, M. Mathematical and Statistical Methods for Actuarial Sciences and Finance. 1st ed. Cham: Springer, 2022, p. 25-30. ISBN 978-3-030-99637-6. Available from: https://dx.doi.org/10.1007/978-3-030-99638-3_5. URL info
  • ARANEDA, Axel Alejandro and Marcelo J. VILLENA. Computing the CEV option pricing formula using the semiclassical approximation of path integral. Journal of Computational and Applied Mathematics. AMSTERDAM: Elsevier Science, 2021, vol. 388, May, p. 1-20. ISSN 0377-0427. Available from: https://dx.doi.org/10.1016/j.cam.2020.113244. URL info
  • ARANEDA, Axel Alejandro and Nils BERTSCHINGER. The sub-fractional CEV model. Physica A: Statistical Mechanics and its Applications. AMSTERDAM (NETHERLANDS): ELSEVIER SCIENCE BV, 2021, vol. 573, July, p. 1-9. ISSN 0378-4371. Available from: https://dx.doi.org/10.1016/j.physa.2021.125974. URL info
  • ARANEDA, Axel Alejandro. The fractional and mixed-fractional CEV model. Journal of Computational and Applied Mathematics. AMSTERDAM: Elsevier Science, 2020, vol. 363, p. 106-123. ISSN 0377-0427. Available from: https://dx.doi.org/10.1016/j.cam.2019.06.006. info
  • VILLENA, MJ and Axel Alejandro ARANEDA. Dynamics and stability in retail competition. MATHEMATICS AND COMPUTERS IN SIMULATION. AMSTERDAM: ELSEVIER SCIENCE BV, 2017, vol. 134, p. 37-53. ISSN 0378-4754. Available from: https://dx.doi.org/10.1016/j.matcom.2016.09.011. info

2022/09/15

CV: Axel Alejandro Araneda Barahona, Ph.D. (učo 245643), version: English(1), last update: 2022/09/15 18:42, A. Araneda Barahona