Axel A. Araneda
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Price modelling under generalized fractional Brownian motion | 2025-05-21 | Paper |
| The sub-fractional CEV model Physica A | 2022-01-19 | Paper |
| Dynamics and stability in retail competition Mathematics and Computers in Simulation | 2021-02-19 | Paper |
| Computing the CEV option pricing formula using the semiclassical approximation of path integral Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
| The fractional and mixed-fractional CEV model Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Research outcomes over time
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