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Axel A. Araneda
ORCID
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 3
Top Topics
Hybrid Model
Black Scholes Model
Website
Option Pricing
Top Venues
J. Comput. Appl. Math.
Math. Comput. Simul.
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Publications
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Axel A. Araneda
,
Marcelo J. Villena
Computing the CEV option pricing formula using the semiclassical approximation of path integral.
J. Comput. Appl. Math.
388 (2021)
Axel A. Araneda
The fractional and mixed-fractional CEV model.
J. Comput. Appl. Math.
363 (2020)
Marcelo J. Villena
,
Axel A. Araneda
Dynamics and stability in retail competition.
Math. Comput. Simul.
134 (2017)