# | Document title | Authors | Year | Source | Cited by |
1 | Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives | Rujivan S., Rakwongwan U. | 2021 | Communications in Nonlinear Science and Numerical Simulation 100 | 14 |
2 | Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process | Sutthimat P., Rujivan S., Mekchay K., Rakwongwan U. | 2022 | Research in Mathematical Sciences 9(1) | 11 |
3 | A Novel Analytical Formula for the Discounted Moments of the ECIR Process and Interest Rate Swaps Pricing | Boonklurb R., Duangpan A., Rakwongwan U., Sutthimat P. | 2022 | Fractal and Fractional 6(2) | 9 |
4 | Pricing index options by static hedging under finite liquidity | Armstrong J., Pennanen T., Rakwongwan U. | 2018 | International Journal of Theoretical and Applied Finance 21(6) | 2 |
5 | Options portfolio optimization of exotic options written on Mini S&P500 Index in an illiquid market with Conditional Value-at-Risk (CVaR) | Kosapong B., Boonserm P., Rakwongwan U. | 2022 | Thai Journal of Mathematics 2022(Special Issue),pp. 169-183 | 2 |
6 | Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets | Yamphram P., Sutthimat P., Rakwongwan U. | 2023 | Computation 11(2) | 1 |
7 | Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields | Duangpan A., Boonklurb R., Rakwongwan U., Sutthimat P. | 2022 | Symmetry 14(11) | 1 |
8 | Optimal Capital Allocation in Correlated Mutual Funds under Exponential Loss Utility | Bunchak N., Rakwongwan U., Sutthimat P., Chavanasporn W. | 2023 | Proceedings of SPIE - The International Society for Optical Engineering 12616 | 0 |
9 | The numerical visualization of air pollution propagation from a single generator to an observed area | Rakwongwan U., Archankul A., Rujivan S., Bastian P. | 2021 | Chiang Mai Journal of Science 48(5),pp. 1430-1443 | 0 |
10 | Derivation of Closed-Form Expressions in Apéry-like Series Using Fractional Calculus and Applications | Duangpan A., Boonklurb R., Rakwongwan U., Sutthimat P. | 2024 | Fractal and Fractional 8(7) | 0 |
11 | A visualization of air pollution distribution over an observed area surrounded by mountains: A computational approach | Rakwongwan U., Tangmanussukum P., Rujivan S. | 2021 | Walailak Journal of Science and Technology 18(12) | 0 |
12 | Analytical Formula for Conditional Moments of Extended Heston-CEV Hybrid Model with Time-dependent Parameters | Anunak P., Boonserm P., Rakwongwan U. | 2023 | Chiang Mai Journal of Science 50(3) | 0 |