← All authors Axel A. Araneda University of Eastern Finland (per OpenAlex) · ORCID · OpenAlex
8 papers in scope · 7 published · 2 on the econ.EM arXiv · 65 citations · h-index 5 (over the papers listed here)
Papers (1 of 8)
Pricing credit default swaps under the scaled constant elasticity of variance model
published 2025 · IMA Journal of Management Mathematics · 2 citations
A multifractional option pricing formula
published 2024 · Fluctuation and Noise Letters · 8 citations · first circulated 2023
On sectoral market efficiency
published 2024 · Finance research letters · 5 citations
with Marcelo Villena
working paper 2021 · arXiv · 4 citations
The sub-fractional CEV model
published 2021 · Physica A Statistical Mechanics and its Applications · 18 citations · first circulated 2020
with Nils Bertschinger
Computing the CEV option pricing formula using the semiclassical approximation of path integral
published 2020 · Journal of Computational and Applied Mathematics · 1 citations · first circulated 2018
with Marcelo Villena
The fractional and mixed-fractional CEV model
published 2019 · Journal of Computational and Applied Mathematics · 16 citations
Dynamics and stability in retail competition
published 2016 · Mathematics and Computers in Simulation · 11 citations · first circulated 2015
with Marcelo Villena
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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