Axel Alejandro Araneda Barahona, Ph.D.

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, Amit. Select Topics of Econophysics. Germany: De Gruyter, 2024, s. 197--214. Dostupné z: https://dx.doi.org/10.1515/9783110987584-013. URL info
• VILLENA, Marcelo J. a Axel A. ARANEDA. On sectoral market efficiency. Finance Research Letters. SAN DIEGO: ACADEMIC PRESS INC ELSEVIER SCIENCE, 2024, roč. 61, March, s. 1-9. ISSN 1544-6123. Dostupné z: 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 s. ISSN 0219-4775. Dostupné z: https://dx.doi.org/10.1142/S0219477524500603. URL info
• ARANEDA, Axel A. a 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. 1. vyd. Cham: Springer, 2022, s. 25-30. ISBN 978-3-030-99637-6. Dostupné z: https://dx.doi.org/10.1007/978-3-030-99638-3_5. URL info
• ARANEDA, Axel Alejandro a 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, roč. 388, May, s. 1-20. ISSN 0377-0427. Dostupné z: https://dx.doi.org/10.1016/j.cam.2020.113244. URL info
• ARANEDA, Axel Alejandro a Nils BERTSCHINGER. The sub-fractional CEV model. Physica A: Statistical Mechanics and its Applications. AMSTERDAM (NETHERLANDS): ELSEVIER SCIENCE BV, 2021, roč. 573, July, s. 1-9. ISSN 0378-4371. Dostupné z: 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, roč. 363, s. 106-123. ISSN 0377-0427. Dostupné z: https://dx.doi.org/10.1016/j.cam.2019.06.006. info
• VILLENA, MJ a Axel Alejandro ARANEDA. Dynamics and stability in retail competition. MATHEMATICS AND COMPUTERS IN SIMULATION. AMSTERDAM: ELSEVIER SCIENCE BV, 2017, roč. 134, s. 37-53. ISSN 0378-4754. Dostupné z: https://dx.doi.org/10.1016/j.matcom.2016.09.011. info

2022/09/15