Axel Alejandro Araneda Barahona, Ph.D.
Assistant professor, Department of Finance
Total number of publications: 20
2021
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EWMA covariances and the optimal decay parameter
Year: 2021, type: Appeared in Conference without Proceedings
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Path Integrals and the Pricing of Variance Swaps in the CEV Environment
Year: 2021, type: Appeared in Conference without Proceedings
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The sub-fractional CEV model
Physica A: Statistical Mechanics and its Applications, year: 2021, volume: 573, edition: July, DOI
2020
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The fractional and mixed-fractional CEV model
Journal of Computational and Applied Mathematics, year: 2020, volume: 363, DOI
2019
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Financial cross-ownership as a structural explanation for rising stock correlations in crisis times
Year: 2019, type: Appeared in Conference without Proceedings
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Spatial distribution of Si in Pinus Insigne (Pinus radiata) Wood using micro XRF by Synchrotron Radiation
JOURNAL OF WOOD CHEMISTRY AND TECHNOLOGY, year: 2019, volume: 39, edition: 3, DOI
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The fractional CEV model: Pricing credit derivatives with memory
Year: 2019, type: Appeared in Conference without Proceedings
2018
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On the dynamics of games with product differentiation
Year: 2018, type: Appeared in Conference without Proceedings
2017
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Dynamics and stability in retail competition
MATHEMATICS AND COMPUTERS IN SIMULATION, year: 2017, volume: 134, DOI
2016
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Simplified Calibration for Total Reflection X-Ray Fluorescence
Analytical Letters, year: 2016, volume: 49, edition: 11, DOI