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researcher

A. Araneda

11 papers hereh-index 694 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author3
  • last author3

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • q-fin.MF6
  • econ.EM1
  • econ.GN1
  • physics.atom-ph1
  • q-fin.CP1
  • q-fin.PR1
same name
  • A. Araneda — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142023
most citedThe sub-fractional CEV model

19 citations · 59 across the 11 of their papers we have counts for

collaborators
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2014

Option Pricing of Twin Assets

Marcelo J. Villena, Axel A. Araneda

How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.