Axel Alejandro Araneda Barahona, Ph.D.

odborný asistent – Katedra financí


korespondenční adresa:
Lipová 507/41a, 602 00 Brno

e‑mail:
sociální a akademické sítě:
Životopis

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 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, Article Number 113244, s. 1-20. ISSN 0377-0427. doi:10.1016/j.cam.2020.113244. URL info
  • ARANEDA, Axel Alejandro a Bertschinger NILS. 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. doi: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. doi: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. doi:10.1016/j.matcom.2016.09.011. info

2022/09/15

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