The fractional and mixed-fractional CEV model AA Araneda Journal of Computational and Applied Mathematics 363, 106-123, 2020 | 19 | 2020 |
Dynamics and stability in retail competition MJ Villena, AA Araneda Mathematics and Computers in Simulation 134, 37-53, 2017 | 14 | 2017 |
The sub-fractional CEV model AA Araneda, N Bertschinger Physica A: Statistical Mechanics and its Applications 573, 125974, 2021 | 13 | 2021 |
Computing the CEV option pricing formula using the semiclassical approximation of path integral AA Araneda, MJ Villena Journal of Computational and Applied Mathematics 388, 113244, 2021 | 7 | 2021 |
Spatial distribution of Si in Pinus Insigne (Pinus radiata) Wood using micro XRF by Synchrotron Radiation H Navarro, LM Marcó, AA Araneda, L Bennun Journal of Wood Chemistry and Technology 39 (3), 187-197, 2019 | 6 | 2019 |
Price modelling under generalized fractional Brownian motion AA Araneda arXiv preprint arXiv:2108.12042, 2021 | 3* | 2021 |
Asset volatility forecasting: The optimal decay parameter in the EWMA model AA Araneda arXiv preprint arXiv:2105.14382, 2021 | 3 | 2021 |
Simplified Calibration for Total Reflection X-Ray Fluorescence AA Araneda, V Sanhueza, L Bennun Analytical Letters 49 (11), 1711-1721, 2016 | 3 | 2016 |
On sectoral market efficiency MJ Villena, AA Araneda Finance Research Letters 61, 104949, 2024 | | 2024 |
A multifractional option pricing formula AA Araneda arXiv preprint arXiv:2303.16314, 2023 | | 2023 |
Credit Default Swaps and the mixed-fractional CEV model AA Araneda arXiv preprint arXiv:2211.07564, 2022 | | 2022 |
Semiclassical Pricing of Variance Swaps in the CEV Model AA Araneda, MJ Villena Methods and Applications in Fluorescence, 25-30, 2022 | | 2022 |
Cross-ownership as a structural explanation for rising correlations in crisis times N Bertschinger, AA Araneda arXiv preprint arXiv:2112.04824, 2021 | | 2021 |
Path Integrals and the Pricing of Variance Swaps in the CEV Environment AA Araneda, MJ Villena | | 2021 |
Path Integrals and the Pricing of Variance Swaps in the CEV Environment AA Araneda Barahona, MJ Villena | | 2021 |
Three essays in complexity economics and finance AA Araneda Universidad Adolfo Ibáñez, 2017 | | 2017 |
Development of a Methodology for the Determination of a TXRF Spectrometer Sensitivity Curve AA Araneda Department of Physics, Universidad de Concepción, 2015 | | 2015 |
Option Pricing of Twin Assets MJ Villena, AA Araneda arXiv preprint arXiv:1401.6735, 2014 | | 2014 |