# | Document title | Authors | Year | Source | Cited by |
1 | Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes | Sutthimat P., Mekchay K. | 2022 | Communications in Nonlinear Science and Numerical Simulation 106 | 15 |
2 | Explicit Formula for Conditional Expectations of Product of Polynomial and Exponential Function of Affine Transform of Extended Cox-Ingersoll-Ross Process | Sutthimat P., Mekchay K., Rujivan S. | 2018 | Journal of Physics: Conference Series 1132(1) | 12 |
3 | 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 |
4 | Closed-form formula for conditional moments of generalized nonlinear drift CEV process | Sutthimat P., Mekchay K., Rujivan S. | 2022 | Applied Mathematics and Computation 428 | 10 |
5 | 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 |
6 | Closed-form solutions of general second order linear recurrences and applications | Laohakosol V., Meesa R., Sutthimat P. | 2023 | Discrete Mathematics 346(1) | 5 |
7 | Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process | Duangpan A., Boonklurb R., Chumpong K., Sutthimat P. | 2022 | Symmetry 14(5) | 4 |
8 | A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications | Sutthimat P., Laohakosol V., Meesa R. | 2024 | Discrete Mathematics 347(2) | 3 |
9 | Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets | Yamphram P., Sutthimat P., Rakwongwan U. | 2023 | Computation 11(2) | 1 |
10 | 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 |
11 | 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 |
12 | 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 |
13 | Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing | Chumpong K., Chumpong K., Mekchay K., Nualsri F., Sutthimat P. | 2024 | Mathematics 12(17) | 0 |